<SEC-DOCUMENT>0001193125-22-067359.txt : 20220307
<SEC-HEADER>0001193125-22-067359.hdr.sgml : 20220307
<ACCEPTANCE-DATETIME>20220307111212
ACCESSION NUMBER:		0001193125-22-067359
CONFORMED SUBMISSION TYPE:	N-CSRS
PUBLIC DOCUMENT COUNT:		9
CONFORMED PERIOD OF REPORT:	20211231
FILED AS OF DATE:		20220307
DATE AS OF CHANGE:		20220307
EFFECTIVENESS DATE:		20220307

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-CSRS
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-08216
		FILM NUMBER:		22716832

	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-CSRS
<SEQUENCE>1
<FILENAME>d260874dncsrs.htm
<DESCRIPTION>N-CSRS
<TEXT>
<HTML><HEAD>
<TITLE>N-CSRS</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:14pt; font-family:Times New Roman" ALIGN="center"><B>Washington, D.C. 20549 </B></P>
<P STYLE="margin-top:24pt; margin-bottom:0pt; font-size:18pt; font-family:Times New Roman" ALIGN="center"><B>FORM N-CSR </B></P> <P STYLE="margin-top:12pt; 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:18pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center">Investment Company Act file number: <FONT STYLE="white-space:nowrap">811-08216</FONT> </P>
<P STYLE="margin-top:18pt; 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:8pt; 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:8pt; font-family:Times New Roman" ALIGN="center"><B>(Address of principal executive offices) </B></P>
<P STYLE="margin-top:18pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>Bijal Y. Parikh </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>Treasurer (Principal Financial&nbsp;&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 </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>Newport Beach, CA 92660 </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; 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:6pt; 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: December&nbsp;31, 2021 </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:6pt; 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="9%" 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:9%; 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="g278218g13e39.jpg" ALT="LOGO">
 </P> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:16pt; font-family:ARIAL"><FONT COLOR="#335367">PIMCO CLOSED-END FUNDS </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:44pt; font-family:Times New Roman">Semiannual&nbsp;Report </P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:20pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:14pt; font-family:ARIAL">December 31, 2021 </P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:24pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10.5pt; font-family:ARIAL">PCM Fund, Inc. | PCM | NYSE </P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10.5pt; font-family:ARIAL">PIMCO Global StocksPLUS<SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP> &amp; Income Fund | PGP | NYSE </P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10.5pt; font-family:ARIAL">PIMCO Strategic Income Fund, Inc. | RCS | NYSE </P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10.5pt; font-family:ARIAL">PIMCO Dynamic Income Fund | PDI | NYSE </P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10.5pt; font-family:ARIAL">PIMCO Dynamic Income Opportunities Fund | PDO | NYSE </P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:322pt">&nbsp;</P>

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 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:13pt; font-family:Arial Narrow"><B><A NAME="toc"></A>Table of Contents </B></P>
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<TD VALIGN="bottom" COLSPAN="2" ALIGN="center">Page</TD>
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<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.38em; font-size:8pt; font-family:Arial Narrow"><A HREF="#tx278218_1">Letter from the Chair of the Board &amp; President</A></P></TD>
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<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
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<TD VALIGN="bottom" ALIGN="right">2</TD>
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<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.38em; font-size:8pt; font-family:Arial Narrow"><A HREF="#tx278218_2">Important Information About the Funds</A></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">4</TD>
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<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.38em; font-size:8pt; font-family:Arial Narrow"><A HREF="#tx278218_4">Financial Highlights</A></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
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<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
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<TD VALIGN="bottom" ALIGN="right">18</TD>
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<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.38em; font-size:8pt; font-family:Arial Narrow"><A HREF="#tx278218_5">Statements of Assets and Liabilities</A></P></TD>
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<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
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<TD VALIGN="bottom" ALIGN="right">20</TD>
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<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.38em; font-size:8pt; font-family:Arial Narrow"><A HREF="#tx278218_6">Consolidated Statements of Assets and Liabilities</A></P></TD>
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<TD VALIGN="bottom" ALIGN="right">21</TD>
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<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.38em; font-size:8pt; font-family:Arial Narrow"><A HREF="#tx278218_7">Statements of Operations</A></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">22</TD>
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<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.38em; font-size:8pt; font-family:Arial Narrow"><A HREF="#tx278218_8">Consolidated Statements of Operations</A></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">23</TD>
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<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.38em; font-size:8pt; font-family:Arial Narrow"><A HREF="#tx278218_9">Statements of Changes in Net Assets</A></P></TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">24</TD>
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<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.38em; font-size:8pt; font-family:Arial Narrow"><A HREF="#tx278218_10">Consolidated Statements of Changes in Net Assets</A></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">26</TD>
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<TD HEIGHT="1"></TD>
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<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.38em; font-size:8pt; font-family:Arial Narrow"><A HREF="#tx278218_11">Statements of Cash Flows</A></P></TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">27</TD>
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<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.38em; font-size:8pt; font-family:Arial Narrow"><A HREF="#tx278218_12">Consolidated Statements of Cash Flows</A></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">28</TD>
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<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.38em; font-size:8pt; font-family:Arial Narrow"><A HREF="#tx278218_13">Notes to Financial Statements</A></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">105</TD>
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<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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.38em; font-size:8pt; font-family:Arial Narrow"><A HREF="#tx278218_14">Glossary</A></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">135</TD>
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<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.38em; font-size:8pt; font-family:Arial Narrow"><A HREF="#tx278218_15">Distribution Information</A></P></TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">136</TD>
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<TD HEIGHT="1"></TD>
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<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.38em; font-size:8pt; font-family:Arial Narrow"><A HREF="#tx278218_16">Shareholder Meeting Results</A></P></TD>
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<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
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<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.38em; font-size:8pt; font-family:Arial Narrow"><A HREF="#tx278218_17">Changes to Board of Trustees</A></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">139</TD>
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<TD VALIGN="bottom">Fund</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center">Fund<BR>Summary</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center">Schedule of<BR>Investments</TD>
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<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.38em; font-size:8pt; font-family:Arial Narrow"><A HREF="#tx278218_28">PCM Fund, Inc.</A></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><A HREF="#tx278218_35"></A>&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><A HREF="#tx278218_35">12</A></TD>
<TD NOWRAP VALIGN="bottom"><A HREF="#tx278218_35"></A>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">29</TD>
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<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.38em; font-size:8pt; font-family:Arial Narrow"><A HREF="#tx278218_29">PIMCO Global StocksPLUS<SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;
</FONT></SUP> &amp; Income Fund</A></P></TD>
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<TD VALIGN="bottom"><A HREF="#tx278218_36"></A>&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><A HREF="#tx278218_36">13</A></TD>
<TD NOWRAP VALIGN="bottom"><A HREF="#tx278218_36"></A>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">39</TD>
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<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.38em; font-size:8pt; font-family:Arial Narrow"><A HREF="#tx278218_31">PIMCO Strategic Income Fund, Inc.</A></P></TD>
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<TD VALIGN="bottom"><A HREF="#tx278218_38"></A>&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><A HREF="#tx278218_38">14</A></TD>
<TD NOWRAP VALIGN="bottom"><A HREF="#tx278218_38"></A>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">52</TD>
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<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.38em; font-size:8pt; font-family:Arial Narrow"><A HREF="#tx278218_33">PIMCO Dynamic Income Fund<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></A></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><A HREF="#tx278218_40"></A>&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><A HREF="#tx278218_40">15</A></TD>
<TD NOWRAP VALIGN="bottom"><A HREF="#tx278218_40"></A>&nbsp;</TD>
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<TD VALIGN="bottom" ALIGN="right">65</TD>
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<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.38em; font-size:8pt; font-family:Arial Narrow"><A HREF="#tx278218_34">PIMCO Dynamic Income Opportunities
Fund<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></A></P></TD>
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<TD VALIGN="bottom"><A HREF="#tx278218_41"></A>&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><A HREF="#tx278218_41">16</A></TD>
<TD NOWRAP VALIGN="bottom"><A HREF="#tx278218_41"></A>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">92</TD>
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<TR style = "page-break-inside:avoid">
<TD WIDTH="48%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">Consolidated Schedule of Investments </FONT></P></TD></TR></TABLE>

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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B><A NAME="tx278218_1"></A>Letter&nbsp;from&nbsp;the&nbsp;Chair&nbsp;of&nbsp;the&nbsp;Board&nbsp;&amp;&nbsp;President</B></FONT></TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;&nbsp;&nbsp;&nbsp;</B></FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:3%; text-indent:-2%; font-size:12pt; font-family:Arial Narrow">Dear Shareholder, </P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow">We hope that you and your family are remaining safe and healthy during these challenging times. We continue to work tirelessly to navigate markets and manage the
assets that you have entrusted to us. Following this letter is the PIMCO <FONT STYLE="white-space:nowrap">Closed-End</FONT> Funds Semiannual Report, which covers the <FONT STYLE="white-space:nowrap">six-month</FONT> reporting period ended
December&nbsp;31, 2021. On the subsequent pages, you will find specific details regarding investment results and a discussion of the factors that most affected performance during the reporting period. </P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:3%; text-indent:-2%; font-size:12pt; font-family:Arial Narrow">For the <FONT STYLE="white-space:nowrap">six-month</FONT>
reporting period ended December&nbsp;31, 2021 </P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow">The global economy continued to be
affected by the <FONT STYLE="white-space:nowrap">COVID-19</FONT> pandemic <FONT STYLE="white-space:nowrap">(&#147;COVID-19&#148;)</FONT> and its variants. Looking back, second quarter 2021 U.S. annualized gross domestic product (&#147;GDP&#148;) was
6.7%. Growth then moderated to 2.3% during the third quarter of the year. Finally, the Commerce Department&#146;s initial estimate for fourth quarter annualized GDP growth &#151; released after the reporting period ended &#151; was 6.9%. </P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow">In the U.S., while the Federal Reserve Board (the &#147;Fed&#148;) maintained the federal
funds rate at an <FONT STYLE="white-space:nowrap">all-time</FONT> low of a range between 0.00% and 0.25%, it took a step toward tightening its monetary policy. At its meeting in early November 2021, the Fed began reducing the monthly pace of its net
asset purchases of Treasury securities and agency mortgage-backed securities. At its meeting in <FONT STYLE="white-space:nowrap">mid-December,</FONT> the Fed further reduced the monthly pace of its purchases. At the current pace, the U.S. central
bank will conclude its asset purchases in <FONT STYLE="white-space:nowrap">mid-March</FONT> 2022, and could raise interest rates during its March 2022 meeting. </P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow">Economies outside the U.S. also continued to be impacted by <FONT STYLE="white-space:nowrap">COVID-19.</FONT> In its October 2021 World Economic Outlook, the
International Monetary Fund (&#147;IMF&#148;) said it expects U.S. GDP growth to be 6.0% in 2021, compared to a 3.4% contraction in 2020. Elsewhere, the IMF expects 2021 GDP growth in the eurozone, U.K. and Japan will be 5.0%, 6.8% and 2.4%,
respectively. For comparison purposes, the GDP of these economies contracted by <FONT STYLE="white-space:nowrap">-6.3%,</FONT> <FONT STYLE="white-space:nowrap">-9.8%</FONT> and <FONT STYLE="white-space:nowrap">-4.6%,</FONT> respectively, in 2020.
</P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow">The Bank of England (the &#147;BoE&#148;) also tightened its monetary policy, while
several other developed country central banks maintained their accommodative stances. In December 2021, the BoE surprised the market and raised rates for the first time since <FONT STYLE="white-space:nowrap">COVID-19</FONT> began. The BoE cited
underlying inflation pressures and expects inflation to remain high in the coming months. In contrast, the European Central Bank (the &#147;ECB&#148;) diverged from the Fed and the BoE, as President Christine Lagarde said, &#147;It is very unlikely
that we will raise interest rates in the year 2022.&#148; The eurozone economy is still below its <FONT STYLE="white-space:nowrap">pre-pandemic</FONT> level and the Omicron variant is threatening growth in the region. Elsewhere, the Bank of Japan
(the &#147;BoJ&#148;) pared back its emergency pandemic funding in late 2021, but maintained its loose monetary policy. The BoJ appears likely to remain accommodative in the near future given the headwinds facing its&nbsp;economy. </P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow">Both short- and long-term U.S. Treasury yields moved higher during the reporting period.
The yield on the benchmark <FONT STYLE="white-space:nowrap">10-year</FONT> U.S. Treasury note was 1.52% at the end of the reporting period, versus 1.45% on June&nbsp;30, 2021. The Bloomberg Global Treasury Index (USD Hedged), which tracks
fixed-rate, local currency government debt of investment-grade countries, including both developed and emerging markets, returned 0.16%. Meanwhile, the Bloomberg Global Aggregate Credit Index (USD Hedged), a widely used index of global
investment-grade credit bonds, returned 0.10%. Riskier fixed income asset classes, including high yield corporate bonds and emerging market debt, produced mixed returns. The ICE BofAML Developed Markets High Yield Constrained Index (USD Hedged), a
widely used index of below-investment-grade bonds, returned 1.36%, whereas emerging market external debt, as represented by the JPMorgan Emerging Markets Bond Index (EMBI) Global (USD Hedged), returned -0.52%. Emerging market local bonds, as
represented by the JPMorgan Government Bond Index-Emerging Markets Global Diversified Index (Unhedged), returned <FONT STYLE="white-space:nowrap">-5.56%.</FONT> </P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow">Amid periods of volatility, global equities posted mixed results. All told, U.S. equities, as represented by the S&amp;P 500 Index, returned 11.67%, fueled by
strong investor demand and growth in the economy. Global equities, as </P>
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<TD VALIGN="bottom"><B>2</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO CLOSED-END FUNDS</B></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></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:10pt; font-family:Arial Narrow">
represented by the MSCI World Index, gained 7.76%, whereas emerging market equities, as measured by the MSCI Emerging Markets Index, returned <FONT STYLE="white-space:nowrap">-0.52%.</FONT>
Meanwhile, Japanese equities, as represented by the Nikkei 225 Index (in JPY), returned 0.82% and European equities, as represented by the MSCI Europe Index (in EUR), gained 8.48%. </P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow">Commodity prices were volatile and generated positive results. When the reporting period
began, Brent crude oil was approximately $75 a barrel. Brent crude oil ended the reporting period at roughly $78 a barrel. We believe that a driver of the uptick in oil price was stronger demand as global growth improved. Elsewhere, copper and gold
prices also moved higher. </P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow">Finally, there were also periods of volatility in the
foreign exchange markets, in our view due to economic growth expectations, changing central bank monetary policies, rising inflation, <FONT STYLE="white-space:nowrap">COVID-19</FONT> variants, and several geopolitical events. The U.S. dollar
strengthened against several major currencies. For example, the U.S. dollar returned 4.12%, 2.16% and 3.45% versus the euro, the British pound and the Japanese yen, respectively. </P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow">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. </P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow">Sincerely, </P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
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<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:9pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Deborah A. DeCotis</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Eric D. Johnson</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:9pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Chair of the Board of Trustees</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">President</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:203pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow">Past performance is no guarantee of future results. Unless
otherwise noted, index returns reflect the reinvestment of income distributions and capital&nbsp;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. </P>
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<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
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<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
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<TD VALIGN="top" ALIGN="right"><B>3</B></TD></TR></TABLE></DIV>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B><A NAME="tx278218_2"></A>Important&nbsp;Information&nbsp;About&nbsp;the&nbsp;Funds</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;&nbsp;&nbsp;&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD></TR></TABLE>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Board approved the reorganization (the &#147;Reorganization&#148;) of PIMCO Income
Opportunity Fund and PIMCO Dynamic Credit and Mortgage Income Fund (each an &#147;Acquired Fund&#148;) with and into PIMCO Dynamic Income Fund (the &#147;Acquiring Fund&#148;). </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">At a Joint Special Meeting of Shareholders of the Acquiring Fund and
Acquired Funds, held on August 6, 2021, shareholders of the Acquiring Fund and PIMCO Income Opportunity Fund approved the proposals necessary for the Acquired Funds to reorganize with and into the Acquiring Fund. No action was needed from
shareholders of PIMCO Dynamic Credit and Mortgage Income Fund. Pursuant to the Reorganization, shareholders of the Acquired Funds became shareholders of the Acquiring Fund. The Reorganization was completed upon the close of business on December 10,
2021. The transaction was structured to qualify as a tax-free reorganization under Section 368(a) of the Internal Revenue Code (the &#147;Code&#148;). In the Reorganization, the Acquiring Fund acquired all of the assets and assumed all of the
liabilities of each of the Acquired Funds in exchange for newly-issued common shares of the Acquiring Fund (&#147;Merger Shares&#148;). Shareholders of the Acquired Funds received Merger Shares (and cash in lieu of fractional Merger Shares, if any),
equal to the aggregate net asset value of their holdings of each Acquired Fund, as applicable. The exchange was based on the net asset value per common share (&#147;NAV&#148;) of the Acquiring Fund and each of the Acquired Funds as of the close of
business on December 10, 2021. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Effective as of December
13, 2021, the annual management fee rate paid by the Acquiring Fund to PIMCO was reduced from 1.15% to 1.10% of the Acquiring Fund&#146;s average daily total managed assets (the &#147;Fee Reduction&#148;). The Fee Reduction went into effect upon the
consummation of the Reorganization. Please see Note 16 &#151; Reorganization in the Notes to Financial Statements for additional information about the Reorganization. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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 or yields 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, etc.). 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 movements in interest&nbsp;rates. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">As of the date of this report, interest rates in the United States
and many parts of the world, including certain European countries, are at or near historically low levels. Thus, the Funds currently face a heightened level of risk associated with rising interest rates and/or bond yields. This
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

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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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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. 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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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 also for the principal purpose of generating distributable gains (characterized as
ordinary income for tax purposes) that are not part of a 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 a
Fund agrees to make regular payments starting at the time a 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;). A 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, a 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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">A Fund may engage in investment strategies, including those 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;). 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 a 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 a Fund&#146;s debt investments, or arising from its use of derivatives. For instance, a portion of a Fund&#146;s monthly 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 a Fund will later realize a
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<TD VALIGN="bottom"><B>4</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO CLOSED-END FUNDS</B></TD>
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 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">
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 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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The use of derivatives may subject the Funds to greater volatility than investments in traditional securities. The Funds may use derivative
instruments for hedging purposes or as part of an investment strategy. Use of these instruments may involve certain costs and risks such as liquidity risk, interest rate risk, market risk, call risk, credit risk, leverage risk, management risk and
the risk that a Fund may not be able to close out a position when it would be most advantageous to do so. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Changes in regulation relating to a Fund&#146;s use of derivatives and related instruments could potentially limit or impact a Fund&#146;s
ability to invest in derivatives, limit a Fund&#146;s ability to employ certain strategies that use derivatives and/or adversely affect the value or performance of derivatives and the Fund. Certain derivative transactions may have a leveraging
effect on a Fund. For example, a small investment in a derivative instrument may have a significant impact on a Fund&#146;s exposure to interest rates, currency exchange rates or other investments. As a result, a relatively small price movement in
an asset, instrument or component of the index underlying a derivative instrument may cause an immediate and substantial loss or gain, which translates into heightened volatility in a Fund&#146;s net asset value (&#147;NAV&#148;). A Fund may engage
in such transactions regardless of whether the Fund owns the asset, instrument or components of the index underlying the derivative instrument. A Fund may invest a significant portion of its assets in these types of instruments. If it does, a
Fund&#146;s investment exposure could far exceed the value of its portfolio securities and its investment performance could be primarily dependent upon securities it does not own. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">PIMCO Global
StocksPLUS<SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP> &amp; Income Fund&#146;s (&#147;PGP&#148;) monthly distributions are expected to include, among other possible sources, interest income from
its debt portfolio and payments and premiums (characterized as capital for financial accounting purposes and as ordinary income for tax purposes) generated by certain types of interest rate derivatives. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">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 PGP&#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
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

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elect to pay a floating short term interest rate and to receive a longterm 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 rate. PGP&#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. PGP currently has significant capital loss carryforwards, some of which will expire at particular dates, and to the extent that the Fund&#146;s
capital losses exceed capital gains, the Fund cannot use its capital loss carryforwards to offset capital gains. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The notional exposure of a Fund&#146;s interest rate derivatives may represent a multiple of the Fund&#146;s total net assets. There can be
no assurance a Fund&#146;s strategies involving interest rate derivatives will work as intended and such strategies are subject to the risks related to the use of derivatives generally, as discussed above (see also Notes 6 and 7 in the Notes to
Financial Statements for further discussion on the use of derivative instruments and certain of the risks associated therewith). </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">A Fund&#146;s use of leverage creates the opportunity for increased income for the Fund&#146;s common shareholders, but also creates special
risks. Leverage is a speculative technique that may expose a Fund to greater risk and increased costs. If shorter-term interest rates rise relative to the rate of return on a Fund&#146;s portfolio, the interest and other costs of leverage to the
Fund could exceed the rate of return on the debt obligations and other investments held by the Fund, thereby reducing return to the Fund&#146;s common shareholders. In addition, fees and expenses of any form of leverage used by a Fund will be borne
entirely by its common shareholders (and not by preferred shareholders, if any) and will reduce the investment return of the Fund&#146;s common shares. Moreover, to make payments of interest and other loan costs, a Fund may be forced to sell
portfolio securities when it is not otherwise advantageous to do so. In addition, because the fees received by PIMCO are based on the total managed assets or the daily NAV of a Fund (including any assets attributable to certain types of leverage
outstanding), as applicable, PIMCO has a financial incentive for the Funds to use certain forms of leverage, which may create a conflict of interest between PIMCO, on the one hand, and the Funds&#146; common shareholders, on the other hand.
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<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
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<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
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<TD VALIGN="top" ALIGN="right"><B>5</B></TD></TR></TABLE></DIV>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Important&nbsp;Information&nbsp;About&nbsp;the&nbsp;Funds</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
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<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">There can be no assurance that a Fund&#146;s use of leverage will result in a higher yield on
its common shares, and it may result in losses. Leverage creates several major types of risks for a Fund&#146;s common shareholders, including (1)&nbsp;the likelihood of greater volatility of NAV and market price of the Fund&#146;s common shares,
and of the investment return to the Fund&#146;s common shareholders, than a comparable portfolio without leverage; (2)&nbsp;the possibility either that the Fund&#146;s common share dividends will fall if the interest and other costs of leverage
rise, or that dividends paid on the Fund&#146;s common shares will fluctuate because such costs vary over time; and (3)&nbsp;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 Fund&#146;s common shares than if the Fund were not leveraged and may result in a greater decline in the market value of the Fund&#146;s common shares. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">A Fund&#146;s investments in and exposure to foreign securities
involve special risks. For example, the value of these investments may decline in response to unfavorable political and legal developments, unreliable or untimely information or economic and financial instability. Foreign securities may experience
more rapid and extreme changes in value than investments in securities of U.S. issuers. The securities markets of certain foreign countries are relatively small, with a limited number of companies representing a small number of industries. Issuers
of foreign securities are usually not subject to the same degree of regulation as U.S. issuers. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Reporting, accounting, auditing and custody standards of foreign countries differ, in some cases significantly, from U.S. standards. Also,
nationalization, expropriation or other confiscation, currency blockage, political changes or diplomatic developments could adversely affect a Fund&#146;s investments in foreign securities. In the event of nationalization, expropriation or other
confiscation, a Fund could lose its entire investment in foreign securities. Investing in foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> securities may entail risk due to foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT>
economic and political developments; this risk may be increased when investing in emerging markets. For example, if a Fund invests in emerging market debt, it may face increased exposure to interest rate, liquidity, volatility, and redemption risk
due to the specific economic, political, geographical, or legal background of the foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> issuer. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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
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separately monitored for compliance with respect to prospectus and regulatory requirements. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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
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, as applicable, risks associated with
mortgage-related securities. In addition, in many cases loans are subject to the risks associated with below-investment grade securities. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">In the case of a loan participation or assignment, 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 lender that is selling the loan agreement. In the event of the insolvency of the lender selling a loan participation, a 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 borrower. A Fund 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, lender liability, environmental and other laws and regulations, and risks and costs associated with debt servicing
and taking foreclosure actions associated with the loans. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Loans, and debt instruments collateralized by loans, acquired by certain Funds 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 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. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Certain Funds 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 (but may not) be issued by the Sponsor, held by the SPE (&#147;Alt Lending ABS&#148;).
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<TD VALIGN="bottom"><B>6</B></TD>
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<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
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Any such Alt Lending ABS may be backed by consumer, residential or other loans. When acquiring and/or originating loans, or purchasing Alt Lending ABS, certain Funds are not restricted by any
particular borrower credit criteria. Accordingly, certain loans acquired or originated by these Funds or underlying any Alt Lending ABS purchased by the Fund may be subprime in quality, or may become subprime in&nbsp;quality. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Mortgage-related and other asset-backed instruments represent
interests in &#147;pools&#148; of mortgages or other assets such as consumer loans or receivables held in trust and often involve risks that are different from or possibly more acute than risks associated with other types of debt instruments.
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, if a Fund holds mortgage-related
securities, it 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. The Funds&#146; 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 securities may be largely dependent upon the cash flows generated by the assets backing the securities, and asset-backed securities may not have the benefit of any security interest in the
related assets. Additionally, investments in subordinate mortgage-backed and other asset-backed instruments will be subject to risks arising from delinquencies and foreclosures, thereby exposing a Fund&#146;s 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 securities that are more highly rated. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">A Fund may also invest in the residual or equity tranches of
mortgage-related and other asset-backed instruments, which may be referred to as subordinate mortgage-backed or asset-backed instruments and interest-only mortgage-backed or asset-backed instruments. Because an investment in the residual or equity
tranche of a mortgage-related or other asset-backed instrument will be the first to bear losses incurred by such instrument, these investments may involve a significantly greater degree of risk than investments in other tranches of a
mortgage-related or other asset-backed instruments. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The
risk of investing in collateralized loan obligations (&#147;CLOs&#148;), include prepayment risk, credit risk, liquidity risk, market risk, structural risk, legal risk and interest rate risk. CLOs may 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
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payments; (ii)&nbsp;the quality of the collateral may decline in value or default; (iii)&nbsp;the possibility that the investments in CLOs are subordinate to other classes or tranches thereof;
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 results. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">High-yield bonds (commonly referred to as &#147;junk bonds&#148;)
typically have a lower credit rating than other bonds. Lower-rated bonds generally involve a greater risk to principal than higher-rated bonds. Further, markets for lower-rated bonds are typically less liquid than for higher rated bonds, and public
information is usually less abundant in markets for lower-rated bonds. Thus, high yield investments increase the chance that a Fund will lose money. PIMCO does not rely solely on credit ratings, and develops its own analysis of issuer credit
quality. A Fund may purchase unrated securities (which are not rated by a rating agency) if PIMCO determines that the security is of comparable quality to a rated security that a Fund may purchase. Unrated securities may be less liquid than
comparable rated securities and involve the risk that PIMCO may not accurately evaluate the security&#146;s comparative credit quality, which could result in a Fund&#146;s portfolio having a higher level of credit and/or high yield risk than PIMCO
has estimated or desires for the Fund, and could negatively impact the Fund&#146;s performance and/or returns. Certain Funds may invest a substantial portion of their assets in unrated securities and therefore may be particularly subject to the
associated risks. To the extent that a Fund invests in high yield and/or unrated securities, the Fund&#146;s success in achieving its investment objectives may depend more heavily on the portfolio manager&#146;s creditworthiness analysis than if the
Fund invested exclusively in higher-quality and rated securities. The Funds may hold defaulted securities that may involve special considerations including bankruptcy proceedings, other regulatory and legal restrictions affecting the Funds&#146;
ability to trade, and the availability of prices from independent pricing services or dealer quotations. Defaulted obligations might be repaid only after lengthy workout or bankruptcy proceedings, during which the issuer might not make any interest
or other payments. Defaulted securities are often illiquid and may not be actively traded. Sales of securities in bankrupt companies at an acceptable price may be difficult and differences compared to the value of the securities used by the Funds
could be material. The credit quality of a particular security or group of securities does not ensure the stability or safety of the overall&nbsp;portfolio. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Contingent convertible securities (&#147;CoCos&#148;) are a form of hybrid debt security issued primarily by
<FONT STYLE="white-space:nowrap">non-U.S.</FONT> issuers, which have loss absorption mechanisms built into their terms. The risks of investing in CoCos include, without limitation, 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
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<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
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<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
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<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
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<TD VALIGN="top" ALIGN="right"><B>7</B></TD></TR></TABLE></DIV>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Important&nbsp;Information&nbsp;About&nbsp;the&nbsp;Funds</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
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 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">
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 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 CoCos 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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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 a 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 Funds&#146; shares. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Certain Funds may make investments in debt instruments and other securities or instruments directly or through one or more direct or
indirect fully-owned subsidiaries formed by the Fund (each, a &#147;Subsidiary&#148;). A 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 parent Fund may hold directly. References herein to a Fund include references to a Subsidiary in respect of the Fund&#146;s
investment exposure. The allocation of a 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. By investing through its Subsidiaries, a Fund is exposed to
the risks associated with the Subsidiaries&#146; investments. The Subsidiaries are not registered as investment companies under the Investment Company Act of 1940, as amended, and the rules and regulations thereunder (the &#147;Act&#148;) and are
not subject to all of the investor protections of the Act, although each Subsidiary is managed pursuant to the compliance policies and procedures of the Fund applicable to it. Changes in the laws of the United States and/or the jurisdiction in which
a Subsidiary is organized could result in the inability of certain Funds and/or their Subsidiaries to operate as described in this report and could adversely affect the Funds.
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Certain Funds may acquire residential mortgage loans and unsecured consumer loans through a
Subsidiary. Subsidiaries directly holding a beneficial interest in loans will be formed as domestic common law or statutory trusts with a federally chartered bank serving as trustee. Each such Subsidiary will hold the beneficial interests of loans
and the federally chartered bank acting as trustee will hold legal title to the loans for the benefit of the Subsidiary and/or the trust&#146;s beneficial owners (i.e., a Fund or its Subsidiary). State licensing laws typically exempt federally
chartered banks from their licensing requirements, and federally chartered banks may also benefit from federal preemption of state laws, including any licensing requirements. The use of common law or statutory trusts with a federally chartered bank
serving as trustee is intended to address any state licensing requirements that may be applicable to purchasers or holders of loans, including state licensing requirements related to foreclosure. The Funds believe that such Subsidiaries will not be
treated as associations or publicly traded partnerships taxable as corporations for U.S. federal income tax purposes, and that therefore, the Subsidiaries will not be subject to U.S. federal income tax at the subsidiary level. Investments in
residential mortgage loans or unsecured consumer loans through entities that are not so treated can potentially be limited by a Fund&#146;s intention to qualify as a regulated investment company, and limit the Fund&#146;s ability to qualify as such.
</FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">If a Fund or its Subsidiary is required to be licensed in
any particular jurisdiction in order to acquire, hold, dispose or foreclose loans, obtaining the required license may not be viable (because, for example, it is not possible or practical) and the Fund or its Subsidiary may be unable to restructure
its holdings to address the licensing requirement. In that case, a Fund or its Subsidiary may be forced to cease activities involving the affected loans, or may be forced to sell such loans. If a state regulator or court were to determine that a
Fund or its Subsidiary acquired, held or foreclosed a loan without a required state license, the Fund or its Subsidiary could be subject to penalties or other sanctions, prohibited or restricted in its ability to enforce its rights under the loan,
or subject to litigation risk or other losses or damages. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">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 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,
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<TD VALIGN="bottom"><B>8</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
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potentially resulting in financial losses; interference with a 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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">There is also a risk that cyber security breaches may not be detected. The Funds and their shareholders could be negatively impacted as
a&nbsp;result. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The United States&#146; enforcement of restrictions on U.S.
investments in certain issuers and tariffs on goods from other countries, each with a focus on China, has contributed to international trade tensions and may impact portfolio securities. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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 ultimately
phase out the use of LIBOR. 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). Any potential effects of the transition away from LIBOR on a Fund or on certain instruments in which a Fund invests can be difficult to ascertain, and they may vary depending on a variety of factors.
The transition may
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">
also 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. Any such effects of the transition
away from LIBOR, as well as other unforeseen effects, could result in losses to a Fund. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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 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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Funds may be subject to various risks,
including, but not limited to, the following: asset allocation risk, call risk, collateralized loan obligations risk, confidential information access risk, contingent convertible securities risk, convertible securities risk, counterparty risk,
&#147;covenant-lite&#148; obligations risk, credit default swaps risk, credit risk, currency risk, cybersecurity risk debt securities risk, including issuer risk, interest rate risk, prepayment risk, reinvestment risk and duration and maturity risk,
derivatives risk, distressed and defaulted securities risk, emerging markets risk, equity securities and related market risk, focused investment risk, foreign (non-U.S.) investment risk, high yield securities risk, inflation/deflation risk,
inflation-indexed security risk, leverage risk, liquidity risk, loans and other indebtedness; loan participations and assignments risk; management risk, market discount risk, market disruptions risk, market risk, mortgage-related and other
asset-backed instruments risk, operational risk, other investment companies risk, private placements risk, privately issued mortgagerelated securities risk, platform risk, portfolio turnover risk, potential conflicts of interest involving allocation
of investment opportunities, preferred securities risk, privacy and data security risk, regulatory changes risk, regulatory risk &#151; LIBOR, regulatory risk &#151; commodity pool operator, repurchase agreements risk, segregation and coverage risk,
senior debt risk, smaller company risk, sovereign debt risk, structured investments risk, subprime risk, subsidiary risk, synthetic convertible securities risk, tax risk, U.S. Government securities risk, valuation risk, recent and restricted
securities risk. A description of certain of these risks is available in the Notes to Financial Statements of this report. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">On each Fund Summary page in this Shareholder Report, the Average Annual Total Return table measures performance assuming that any dividend
and capital gain distributions were reinvested. Total return is calculated by determining the percentage change in NAV or market price
</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="top" NOWRAP>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
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<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
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<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
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<TD VALIGN="top" ALIGN="right"><B>9</B></TD></TR></TABLE></DIV>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Important&nbsp;Information&nbsp;About&nbsp;the&nbsp;Funds</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
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<TD VALIGN="bottom"></TD></TR></TABLE>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
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(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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT
 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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The following table discloses the inception date and diversification
status of each&nbsp;Fund: </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:8pt"><B>Fund Name</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; "><B>Inception<BR>Date</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; "><B>Diversification<BR>Status</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PCM Fund, Inc.</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">09/02/93</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">Diversified</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Global StocksPLUS<SUP
STYLE="font-size:85%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">05/31/05</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">Diversified</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Strategic Income Fund, Inc.</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">02/24/94</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">Diversified</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Dynamic Income Fund</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">05/30/12</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">Diversified</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Dynamic Income Opportunities Fund</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">01/29/21</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><FONT STYLE="white-space:nowrap">Non-Diversified</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">An investment in a Fund is not a bank
deposit 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>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The
Trustees/Directors<SUP STYLE="font-size:85%; vertical-align:top">1</SUP> 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 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 (including this report) from or on behalf of a Fund creates a contract between or among any shareholders of a Fund, on
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">
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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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 prospectus 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 then-current prospectus, SAI or shareholder report and is otherwise still in&nbsp;effect. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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, as amended. 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;30th, 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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT
 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 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. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The SEC adopted a rule that allows 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 elect to receive all reports in paper free of charge by
contacting their financial intermediary or, if invested directly with a Fund, investors can inform the Fund by calling <FONT STYLE="white-space:nowrap">(844)&nbsp;33-PIMCO.</FONT> Any election to receive reports in paper will apply to all funds held
with the fund complex if invested directly with a Fund or to all funds held in the investor&#146;s account if invested through a financial intermediary, such as a broker-dealer or bank. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">In April 2020, the SEC adopted amended rules modifying the
registration, communications, and offering processes for registered
</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom"><B>10</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR></TABLE>
 <P STYLE="line-height:8.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1px solid #000000;width:11%">&nbsp;</P>
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<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">1</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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">

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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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD></TR></TABLE>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">
closed-end funds and interval funds. Among other things, the amendments: (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 dates, with some requirements having already taken effect and others requiring
compliance as late as February 1, 2023. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">In October 2020,
the SEC adopted a rule related to the use of derivatives, short sales, reverse repurchase agreements and certain other transactions by registered investment companies that rescinds and withdraws the guidance of the SEC and its staff regarding asset
segregation and cover transactions. Subject to certain exceptions, and after an eighteen-month transition period, the rule requires funds to trade derivatives and other transactions that create future payment or delivery obligations (except reverse
repurchase agreements and similar financing transactions) subject to a value-at-risk leverage limit, certain derivatives risk management program and reporting requirements. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">These requirements may limit the ability of the Funds to use
derivatives and reverse repurchase agreements and similar financing transactions as part of their investment strategies and may increase the cost of the Funds&#146; investments and cost of doing business, which could adversely affect investors.
</FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">In October 2020, the SEC adopted a rule regarding the
ability of a fund to invest in other funds. The rule allows a fund to acquire shares of another fund in excess of certain limitations currently imposed by the Investment Company Act of 1940 (the &#147;Act&#148;) without obtaining individual
exemptive relief from the SEC, subject to certain conditions. The rule also includes the rescission of certain exemptive relief from the SEC and guidance from the SEC staff for funds to invest in other funds. The effective date for the rule was
January 19, 2021, and the compliance date for the rule was January 19, 2022. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT
 COLOR="#333333">In December 2020, the SEC adopted a rule addressing fair valuation of fund investments. The new rule sets forth requirements for good faith determinations of fair value as well as for the performance of fair value determinations,
including related oversight and reporting obligations. The new rule also defines &#147;readily available market quotations&#148; for purposes of the definition of &#147;value&#148; under the Act, and the SEC noted that this definition will apply in
all contexts under the Act. The SEC adopted an eighteen-month transition period beginning from the effective date for both the new rule and the associated new recordkeeping requirements. The impact of the new rule on the Funds is uncertain at this
time. </FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
</div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="top" NOWRAP>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>11</B></TD></TR></TABLE></DIV>
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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:0pt; margin-bottom:0pt; font-size:13pt; font-family:Arial Narrow"><FONT COLOR="#7f7f7f"><B><A NAME="tx278218_35"></A>PCM Fund, Inc. </B></FONT></P>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="white-space:nowrap">Symbol&nbsp;on&nbsp;NYSE&nbsp;-&nbsp;</FONT><FONT STYLE="font-size:8pt"><B>PCM</B></FONT></TD></TR></TABLE></DIV>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:3pt; font-size:9.5pt; font-family:Arial Narrow">Allocation Breakdown as of December&nbsp;31, 2021<SUP STYLE="font-size:85%; vertical-align:top"><FONT
STYLE="font-family:Arial Narrow; font-size:6pt">&#134;</FONT></SUP><SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="font-family:Arial Narrow; font-size:6pt">&#167;</FONT></SUP> </P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P>
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<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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Asset-Backed Securities</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">25.7%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Corporate Bonds&nbsp;&amp; Notes</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">22.1%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Loan Participations and&nbsp;Assignments</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">19.5%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed&nbsp;Securities</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">19.1%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Common Stocks</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2.9%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Preferred Securities</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2.5%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Short-Term Instruments</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2.3%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">U.S. Government Agencies</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2.2%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Real Estate Investment Trusts</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2.0%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Other</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1.7%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2">&nbsp;</TD>
<TD WIDTH="8" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="font-size:5pt" COLOR="#333333">&#134;</FONT></SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">% of Investments, at value. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2">&nbsp;</TD>
<TD WIDTH="8" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="font-size:5pt" COLOR="#333333">&#167;</FONT></SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; text-indent:3pt; font-size:9.5pt; font-family:Arial Narrow">Fund Information (as of December 31,
2021)<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP> </P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Market Price</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">$10.72</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">NAV</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">$9.44</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Premium/(Discount) to NAV</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">13.56%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Market Price Distribution Rate<SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">8.96%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">NAV Distribution Rate<SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">10.17%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Total Effective Leverage<SUP
STYLE="font-size:85%; vertical-align:top">(3)</SUP></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">44.07%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
</TABLE> </div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt" ALIGN="center">


<TR>

<TD WIDTH="47%"></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>

<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="21"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:9.5pt">
<TD VALIGN="bottom" COLSPAN="20"><FONT STYLE="font-family:Arial Narrow; ">Average Annual Total Return<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP> for the period ended December 31, 2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; ">6&nbsp;Month*</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; ">1&nbsp;Year</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; ">5&nbsp;Year</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; ">10&nbsp;Year</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; ">Commencement<BR>of Operations<BR>(09/02/93)</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Market&nbsp;Price</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(5.58)%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">9.09%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">11.21%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">10.39%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">9.07%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">NAV</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">4.32%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">10.05%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">9.99%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">10.82%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">9.18%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT 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:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">* Cumulative return </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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. The NAV presented may differ from
the NAV reported for the same period in other Fund materials. 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:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 provided to shareholders when such
information is available. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; text-indent:1%; font-size:9.5pt; font-family:Arial Narrow">Investment Objective and Strategy Overview </P> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8.5pt; font-family:Arial Narrow">The Fund&#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. </P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; text-indent:0%; font-size:9.5pt; font-family:Arial Narrow">Fund Insights at NAV </P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8.5pt; font-family:Arial Narrow">The following affected performance (on a gross basis) during the reporting period: </P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8.5pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left">&raquo;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top">Exposure to corporate credit contributed to absolute performance, as the sector posted positive returns. </TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8.5pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left">&raquo;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top">Exposure to mortgage credit contributed to absolute performance, as the sector posted positive performance. </TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8.5pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left">&raquo;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top">Exposure to corporate special situation investments, which include companies undergoing stress, distress, challenges, or significant transition, contributed to absolute performance, as the positions posted
positive&nbsp;returns. </TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8.5pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left">&raquo;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top">Interest rate exposure focused on the intermediate portion of the curve detracted from absolute performance, as interest rates&nbsp;rose. </TD></TR></TABLE>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8.5pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left">&raquo;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top">There were no other material detractors for this Fund. </TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

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

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

<TD VALIGN="bottom"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>12</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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:13pt; font-family:Arial Narrow"><FONT COLOR="#7f7f7f"><B><A NAME="tx278218_36"></A>PIMCO Global StocksPLUS<SUP
STYLE="font-size:85%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP> &amp; Income Fund </B></FONT></P> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="40%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">

<TR>

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

<TD VALIGN="bottom" WIDTH="6%"></TD>
<TD WIDTH="85%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="white-space:nowrap">Symbol&nbsp;on&nbsp;NYSE&nbsp;-&nbsp;</FONT><FONT STYLE="font-size:8pt"><B>PGP</B></FONT></TD></TR></TABLE></DIV>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:3pt; font-size:9.5pt; font-family:Arial Narrow">Allocation Breakdown as of December&nbsp;31, 2021<SUP STYLE="font-size:85%; vertical-align:top"><FONT
STYLE="font-family:Arial Narrow; font-size:6pt">&#134;</FONT></SUP><SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="font-family:Arial Narrow; font-size:6pt">&#167;</FONT></SUP> </P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Corporate Bonds&nbsp;&amp; Notes</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">31.7%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">U.S. Government Agencies</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">20.1%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Loan Participations and&nbsp;Assignments</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">13.9%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Short-Term Instruments</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">10.1%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed&nbsp;Securities</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">8.1%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Asset-Backed Securities</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">5.5%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Preferred Securities</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">4.7%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Sovereign Issues</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1.6%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Municipal Bonds&nbsp;&amp; Notes</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1.4%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Other</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2.9%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2">&nbsp;</TD>
<TD WIDTH="8" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="font-size:5pt" COLOR="#333333">&#134;</FONT></SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">% of Investments, at value. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2">&nbsp;</TD>
<TD WIDTH="8" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="font-size:5pt" COLOR="#333333">&#167;</FONT></SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; text-indent:3pt; font-size:9.5pt; font-family:Arial Narrow">Fund&nbsp;Information&nbsp;(as of December 31,
2021)<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP> </P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Market Price</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">$10.83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">NAV</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">$10.60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Premium/(Discount) to NAV</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2.17%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Market Price Distribution Rate<SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">7.65%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">NAV Distribution Rate<SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">7.81%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Total Effective Leverage<SUP
STYLE="font-size:85%; vertical-align:top">(3)</SUP></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">35.89%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
</TABLE> </div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt" ALIGN="center">


<TR>

<TD WIDTH="47%"></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>

<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="21"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:9.5pt">
<TD VALIGN="bottom" COLSPAN="20"><FONT STYLE="font-family:Arial Narrow; ">Average Annual Total Return<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP> for the period ended December 31, 2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; ">6&nbsp;Month*</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; ">1 Year</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; ">5 Year</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; ">10 Year</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; ">Commencement<BR>of Operations<BR>(05/31/05)</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Market Price</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1.46%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">16.78%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">5.08%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">5.32%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">8.12%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">NAV</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">5.60%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">19.32%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">14.39%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">15.90%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">12.42%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT 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:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">* Cumulative return </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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. The NAV presented may differ from
the NAV reported for the same period in other Fund materials. 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:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 provided to shareholders when such
information is available. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:9.5pt; font-family:Arial Narrow">Investment Objective and Strategy Overview </P> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8.5pt; font-family:Arial Narrow">PIMCO Global StocksPLUS<SUP STYLE="font-size:85%; vertical-align:top"><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. </P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; text-indent:0%; font-size:9.5pt; font-family:Arial Narrow">Fund Insights at NAV </P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8.5pt; font-family:Arial Narrow">The following affected performance (on a gross basis) during the reporting period: </P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8.5pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left">&raquo;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top">Exposure to equity index derivatives linked to the S&amp;P 500 Index contributed to absolute performance, as the sector posted positive&nbsp;performance.</TD></TR></TABLE>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8.5pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left">&raquo;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top">Exposure to equity index derivatives linked to the MSCI EAFE Index contributed to absolute performance, as the sector posted positive&nbsp;performance. </TD></TR></TABLE>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8.5pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left">&raquo;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top">Exposure to corporate credit contributed to absolute performance, as the sector posted positive performance. </TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8.5pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left">&raquo;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top">Interest rate exposure focused on the intermediate portion of the curve detracted from absolute performance, as interest rates&nbsp;rose. </TD></TR></TABLE>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8.5pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left">&raquo;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top">Exposure to emerging market debt detracted from absolute performance, as the sector posted negative returns. </TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8.5pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left">&raquo;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top">There were no other material detractors for this Fund. </TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

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

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" NOWRAP>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>13</B></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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:0pt; margin-bottom:0pt; font-size:13pt; font-family:Arial Narrow"><FONT COLOR="#7f7f7f"><B><A NAME="tx278218_38"></A>PIMCO Strategic Income Fund, Inc. </B></FONT></P>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="40%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">

<TR>

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

<TD VALIGN="bottom" WIDTH="6%"></TD>
<TD WIDTH="84%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="white-space:nowrap">Symbol&nbsp;on&nbsp;NYSE&nbsp;-&nbsp;</FONT><FONT STYLE="font-size:8pt"><B>RCS</B></FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR></TABLE></DIV>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:3pt; font-size:9.5pt; font-family:Arial Narrow">Allocation Breakdown as of December&nbsp;31, 2021<SUP STYLE="font-size:85%; vertical-align:top"><FONT
STYLE="font-family:Arial Narrow; font-size:6pt">&#134;</FONT></SUP><SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="font-family:Arial Narrow; font-size:6pt">&#167;</FONT></SUP> </P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">


<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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">U.S. Government Agencies</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">44.2%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Corporate Bonds&nbsp;&amp; Notes</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">25.9%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed&nbsp;Securities</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">8.3%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Loan Participations and&nbsp;Assignments</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">7.9%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Preferred Securities</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">3.0%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Short-Term Instruments</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">2.8%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Asset-Backed Securities</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">2.5%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Sovereign Issues</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">2.5%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Common Stocks</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">1.5%</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Other</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">1.4%</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2">&nbsp;</TD>
<TD WIDTH="8" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="font-size:5pt" COLOR="#333333">&#134;</FONT></SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">% of Investments, at value. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2">&nbsp;</TD>
<TD WIDTH="8" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="font-size:5pt" COLOR="#333333">&#167;</FONT></SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; text-indent:3pt; font-size:9.5pt; font-family:Arial Narrow">Fund Information (as of December 31,
2021)<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP> </P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Market Price</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">$6.79</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">NAV</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">$6.19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Premium/(Discount) to NAV</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">9.69%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Market Price Distribution Rate<SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">9.01%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">NAV Distribution Rate<SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">9.89%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Total Effective Leverage<SUP
STYLE="font-size:85%; vertical-align:top">(3)</SUP></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">43.34%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
</TABLE> </div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt" ALIGN="center">


<TR>

<TD WIDTH="50%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="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="21"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:9.5pt">
<TD VALIGN="bottom" COLSPAN="20"><FONT STYLE="font-family:Arial Narrow; ">Average Annual Total Return<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP> for the period ended December 31, 2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; ">6&nbsp;Month*</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; ">1&nbsp;Year</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; ">5&nbsp;Year</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; ">10&nbsp;Year</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; ">Commencement<BR>of Operations<BR>(02/24/94)</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Market Price</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(6.73)%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">6.94%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">4.15%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">5.26%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">8.07%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">NAV</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(0.88)%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2.88%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">6.80%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">8.52%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">8.26%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT 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:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">* Cumulative return </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">&nbsp;&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">The performance information shown for the Fund includes historical performance information
for the periods prior to February&nbsp;8, 2002, during which the Fund had a different investment manager. As of February&nbsp;8, 2002, PIMCO became the Fund&#146;s investment manager. The Fund&#146;s performance prior to that time may have been
different if the Fund were advised by&nbsp;PIMCO </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 provided to shareholders when such
information is available. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; text-indent:1%; font-size:9.5pt; font-family:Arial Narrow">Investment Objective and Strategy Overview </P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8.5pt; font-family:Arial Narrow">The Fund&#146;s primary investment objective 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 objective. </P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; text-indent:0%; font-size:9.5pt; font-family:Arial Narrow">Fund Insights at NAV </P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8.5pt; font-family:Arial Narrow">The following affected performance (on a gross basis) during the reporting period: </P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8.5pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left">&raquo;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top">Exposure to the corporate credit sector contributed to absolute performance, as the sector posted positive performance. </TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8.5pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left">&raquo;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top">Exposure to the mortgage credit sector contributed to absolute performance, as the sector posted positive performance. </TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8.5pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left">&raquo;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top">Exposure to corporate special situation investments, which include companies undergoing stress, distress, challenges, or significant transition, contributed to absolute performance, as the positions posted
positive&nbsp;returns. </TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8.5pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left">&raquo;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top">Exposure to the emerging market debt sector detracted from absolute performance, as the sector posted negative returns. </TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8.5pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left">&raquo;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top">Exposure to the mortgage backed securities sector detracted from absolute performance, as the sector posted negative returns. </TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8.5pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left">&raquo;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top">Interest rate exposure focused on the intermediate portion of the curve detracted from absolute performance, as interest rates&nbsp;rose. </TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

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

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

<TD VALIGN="bottom"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>14</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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:13pt; font-family:Arial Narrow"><FONT COLOR="#7f7f7f"><B><A NAME="tx278218_40"></A>PIMCO Dynamic Income Fund </B></FONT></P>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="40%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">

<TR>

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

<TD VALIGN="bottom" WIDTH="7%"></TD>
<TD WIDTH="83%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="white-space:nowrap">Symbol&nbsp;on&nbsp;NYSE&nbsp;-&nbsp;</FONT><FONT STYLE="font-size:8pt"><B>PDI</B></FONT></TD></TR></TABLE></DIV>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:3pt; font-size:9.5pt; font-family:Arial Narrow">Allocation Breakdown as of December 31, 2021<SUP STYLE="font-size:85%; vertical-align:top"><FONT
STYLE="font-family:Arial Narrow; font-size:6pt">&#134;</FONT><FONT STYLE="font-family:Arial Narrow; font-size:6pt">&#167;</FONT></SUP> </P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Corporate Bonds &amp; Notes</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">29.6%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Non-Agency Mortgage-Backed Securities</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">19.4%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Asset-Backed Securities</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">17.2%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Loan Participations and Assignments</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">16.7%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Preferred Securities</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">4.2%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Short-Term Instruments</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3.9%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Common Stocks</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2.6%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Sovereign Issues</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2.2%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">U.S. Government Agencies</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1.3%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Other</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2.9%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
</TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2">&nbsp;</TD>
<TD WIDTH="8" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="font-size:5pt" COLOR="#333333">&#134;</FONT></SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">% of Investments, at value. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2">&nbsp;</TD>
<TD WIDTH="8" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="font-size:5pt" COLOR="#333333">&#167;</FONT></SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; text-indent:3pt; font-size:9.5pt; font-family:Arial Narrow">Fund Information (as of December 31,
2021)<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP> </P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Market Price</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">$25.91</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">NAV</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">$24.48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Premium/(Discount) to NAV</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">5.84%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Market Price Distribution Rate<SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">10.21%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">NAV Distribution Rate<SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">10.81%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Total Effective Leverage<SUP
STYLE="font-size:85%; vertical-align:top">(3)</SUP></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">42.66%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
</TABLE> </div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt" ALIGN="center">


<TR>

<TD WIDTH="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 ; font-family:ARIAL; font-size:9.5pt">
<TD VALIGN="bottom" COLSPAN="16"><FONT STYLE="font-family:Arial Narrow; ">Average Annual Total Return<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP> for the period ended December&nbsp;31, 2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; ">6&nbsp;Month*</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; ">1 Year</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; ">5 Year</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; ">Commencement<BR>of Operations<BR>(05/30/12)</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Market&nbsp;Price</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(5.35)%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">8.40%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">9.21%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">13.01%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">NAV</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2.32%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">9.56%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">10.08%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">13.28%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></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:8pt; font-family:Arial Narrow"><FONT 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:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">* Cumulative return </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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. The NAV presented may differ from
the NAV reported for the same period in other Fund materials. 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:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 provided to shareholders when such
information is available. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:9.5pt; font-family:Arial Narrow">Investment Objective and Strategy Overview </P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8.5pt; font-family:Arial Narrow">PIMCO Dynamic Income Fund&#146;s primary investment objective is to seek current income, and capital appreciation is a secondary objective. </P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; text-indent:0%; font-size:9.5pt; font-family:Arial Narrow">Fund Insights at NAV </P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8.5pt; font-family:Arial Narrow">The following affected performance (on a gross basis) during the reporting period: </P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8.5pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left">&raquo;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top">Exposure to the mortgage credit sector contributed to absolute performance, as the sector saw positive returns. </TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8.5pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left">&raquo;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top">Exposure to the corporate credit sector contributed to absolute performance, as the sector saw positive performance. </TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8.5pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left">&raquo;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top">Exposure to the structured credit sector contributed to absolute performance, as the sector saw positive performance. </TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8.5pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left">&raquo;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top">Exposure to the emerging market debt sector detracted from absolute performance, as the sector saw negative returns. </TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8.5pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left">&raquo;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top">Interest rate exposure focused on the intermediate portion of the curve detracted from absolute performance, as interest rates&nbsp;rose. </TD></TR></TABLE>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8.5pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left">&raquo;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top">There were no other material detractors for this Fund. </TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

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

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" NOWRAP>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>15</B></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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:0pt; margin-bottom:0pt; font-size:13pt; font-family:Arial Narrow"><FONT COLOR="#7f7f7f"><B><A NAME="tx278218_41"></A>PIMCO Dynamic Income Opportunities Fund </B></FONT></P>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="40%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">

<TR>

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

<TD VALIGN="bottom" WIDTH="6%"></TD>
<TD WIDTH="85%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="white-space:nowrap">Symbol&nbsp;on&nbsp;NYSE&nbsp;-&nbsp;</FONT><FONT STYLE="font-size:8pt"><B>PDO</B></FONT></TD></TR></TABLE></DIV>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:3pt; font-size:9.5pt; font-family:Arial Narrow">Allocation Breakdown as of December&nbsp;31, 2021<SUP STYLE="font-size:85%; vertical-align:top"><FONT
STYLE="font-family:Arial Narrow; font-size:6pt">&#134;</FONT><FONT STYLE="font-family:Arial Narrow; font-size:6pt">&#167;</FONT></SUP> </P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Corporate Bonds&nbsp;&amp; Notes</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">30.8%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed&nbsp;Securities</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">24.8%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Loan Participations and&nbsp;Assignments</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">22.1%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Asset-Backed Securities</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">8.1%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Short-Term Instruments</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3.1%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Sovereign Issues</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3.0%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Preferred Securities</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2.0%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Municipal Bonds&nbsp;&amp; Notes</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1.9%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Real Estate Investment Trusts</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1.8%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Convertible Bonds&nbsp;&amp; Notes</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1.3%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">U.S. Government Agencies</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1.1%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
</TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2">&nbsp;</TD>
<TD WIDTH="8" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="font-size:5pt" COLOR="#333333">&#134;</FONT></SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">% of Investments, at value. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2">&nbsp;</TD>
<TD WIDTH="8" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="font-size:5pt" COLOR="#333333">&#167;</FONT></SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; text-indent:3pt; font-size:9.5pt; font-family:Arial Narrow">Fund&nbsp;Information&nbsp;(as&nbsp;of&nbsp;December&nbsp;31,&nbsp;2021)<SUP
STYLE="font-size:85%; vertical-align:top">(1)</SUP> </P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Market Price</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">$19.56</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">NAV</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">$19.40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Premium/(Discount) to NAV</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.82%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Market Price Distribution Rate<SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">7.26%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">NAV Distribution Rate<SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">7.32%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Total Effective Leverage<SUP
STYLE="font-size:85%; vertical-align:top">(3)</SUP></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">44.17%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
</TABLE> </div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt" ALIGN="center">


<TR>

<TD WIDTH="76%"></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="3%"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="9"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:9.5pt">
<TD VALIGN="bottom" COLSPAN="8"><FONT STYLE="font-family:Arial Narrow; ">Average Annual Total Return<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP> for the period ended December 31, 2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center">6 Month</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; ">Commencement<BR>of Operations<BR>(01/29/21)</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Market Price*</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(10.38)%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">4.60%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">NAV*</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.50%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">5.46%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT 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:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">*</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">Cumulative return </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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. The NAV presented may differ from
the NAV reported for the same period in other Fund materials. 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:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 provided to shareholders when such
information is available. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:9.5pt; font-family:Arial Narrow">Investment&nbsp;Objective&nbsp;and&nbsp;Strategy&nbsp;Overview </P> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8.5pt; font-family:Arial Narrow">PIMCO Dynamic Income Opportunities Fund&#146;s investment objective is to seek current income as a primary objective and capital appreciation as a secondary
objective. </P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; text-indent:0%; font-size:9.5pt; font-family:Arial Narrow">Fund Insights at NAV </P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8.5pt; font-family:Arial Narrow">The following affected performance (on a gross basis) during the reporting period: </P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8.5pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left">&raquo;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top">Exposure to mortgage credit contributed to absolute performance, as the sector mostly saw positive returns. </TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8.5pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left">&raquo;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top">Exposure to corporate credit contributed to absolute performance, as the sector mostly saw positive performance. </TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8.5pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left">&raquo;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top">Exposure to structured credit contributed to absolute performance, as the sector saw positive performance. </TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8.5pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left">&raquo;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top">Exposure to emerging market debt detracted from absolute performance, as the sector saw negative returns. </TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8.5pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left">&raquo;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top">Interest rate exposure focused on the intermediate portion of the curve detracted from absolute performance, as interest rates&nbsp;rose. </TD></TR></TABLE>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8.5pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left">&raquo;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top">There were no other material detractors for this Fund. </TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

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

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

<TD VALIGN="bottom"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>16</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
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<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
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<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
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<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
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<TD VALIGN="top" ALIGN="right"><B>17</B></TD></TR></TABLE></DIV>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B><A NAME="tx278218_4"></A>Financial&nbsp;Highlights</B></FONT></TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;&nbsp;&nbsp;&nbsp;</B></FONT></TD>
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<TD VALIGN="bottom" COLSPAN="10" ALIGN="center" STYLE="border-bottom:1.00px solid #000000"><B>Investment Operations</B></TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="border-bottom:1.00px solid #000000"><B>Less Distributions<SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP></B></TD>
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<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:6.5pt">
<TD VALIGN="bottom" NOWRAP>Selected Per Share Data for the Year or Period Ended^:</TD>
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<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>&nbsp;&nbsp;&nbsp;&nbsp;<BR>&nbsp;&nbsp;&nbsp;&nbsp;<BR>Net&nbsp;Asset<BR>Value<BR>Beginning<BR>of&nbsp;Year<BR>or&nbsp;Period<SUP
STYLE="font-size:85%; vertical-align:top">(a)</SUP></B></TD>
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<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Net<BR>Investment<BR>Income<BR>(Loss)<SUP STYLE="font-size:85%; vertical-align:top">(b)</SUP></B></TD>
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<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Net<BR>Realized/<BR>Unrealized<BR>Gain&nbsp;(Loss)</B></TD>
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<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Total</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>From&nbsp;Net<BR>Investment<BR>Income</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>From&nbsp;Net<BR>Realized<BR>Capital<BR>Gains</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Tax&nbsp;Basis<BR>Return&nbsp;of<BR>Capital</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Total</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>


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<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>PCM Fund, Inc.</B></P></TD>
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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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<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.50em; font-size:8pt; font-family:Arial Narrow">07/01/2021 - 12/31/2021&#043;</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">9.52</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.39</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.01</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.40</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.48</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.48</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.50em; font-size:8pt; font-family:Arial Narrow">06/30/2021</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">8.47</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.97</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.04</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2.01</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.96</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.96</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.50em; font-size:8pt; font-family:Arial Narrow">06/30/2020</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">10.19</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.86</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(1.62</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.76</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.95</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.01</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.96</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.50em; font-size:8pt; font-family:Arial Narrow">06/30/2019</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">10.23</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.69</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.23</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.92</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.96</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.96</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.50em; font-size:8pt; font-family:Arial Narrow">06/30/2018</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">10.15</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.88</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.18</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.06</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.98</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.98</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.50em; font-size:8pt; font-family:Arial Narrow">06/30/2017</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">9.71</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.98</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.92</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.90</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(1.46</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(1.46</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>PIMCO Global
StocksPLUS<SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.50em; font-size:8pt; font-family:Arial Narrow">07/01/2021 - 12/31/2021&#043;</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">&nbsp;&nbsp;10.44</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">&nbsp;&nbsp;0.43</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.15</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.58</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.41</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.41</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.50em; font-size:8pt; font-family:Arial Narrow">06/30/2021</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">7.47</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.95</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2.85</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3.80</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.83</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.83</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.50em; font-size:8pt; font-family:Arial Narrow">06/30/2020</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">9.89</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.10</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">&nbsp;&nbsp;(2.42</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">&nbsp;&nbsp;(1.32</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">&nbsp;&nbsp;(0.85</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">&nbsp;&nbsp;(0.25</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">&nbsp;&nbsp;(1.10</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.50em; font-size:8pt; font-family:Arial Narrow">06/30/2019</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">10.50</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.11</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.34</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.77</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(1.20</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.18</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(1.38</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.50em; font-size:8pt; font-family:Arial Narrow">06/30/2018</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">11.18</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.09</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.16</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.93</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(1.43</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.18</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(1.61</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.50em; font-size:8pt; font-family:Arial Narrow">06/30/2017</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">9.76</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.15</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2.14</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3.29</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(1.67</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.20</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(1.87</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>PIMCO Strategic Income Fund, Inc.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.50em; font-size:8pt; font-family:Arial Narrow">07/01/2021 - 12/31/2021&#043;</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">6.55</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.28</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.32</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.04</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.31</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.31</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.50em; font-size:8pt; font-family:Arial Narrow">06/30/2021</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">5.94</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.58</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.64</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.22</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.41</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.20</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.61</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.50em; font-size:8pt; font-family:Arial Narrow">06/30/2020</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">7.12</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.74</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(1.20</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.46</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.49</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.23</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.72</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.50em; font-size:8pt; font-family:Arial Narrow">06/30/2019</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">7.32</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.60</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.03</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.63</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.61</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.22</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.83</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.50em; font-size:8pt; font-family:Arial Narrow">06/30/2018<SUP STYLE="font-size:85%; vertical-align:top">(f)</SUP></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">7.75</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.77</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.34</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.43</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.86</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.86</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.50em; font-size:8pt; font-family:Arial Narrow">06/30/2017<SUP STYLE="font-size:85%; vertical-align:top">(f)</SUP></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">7.89</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.70</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.08</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.78</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.80</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.12</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.92</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>PIMCO Dynamic Income Fund (Consolidated)</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.50em; font-size:8pt; font-family:Arial Narrow">07/01/2021 - 12/31/2021&#043;</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">25.23</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.41</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"> (0.88</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"> 0.53</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(1.32</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(1.32</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.50em; font-size:8pt; font-family:Arial Narrow">06/30/2021</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">22.59</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2.51</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2.57</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">5.08</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(2.52</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.13</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(2.65</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.50em; font-size:8pt; font-family:Arial Narrow">06/30/2020</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">28.29</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2.92</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(5.80</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(2.88</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(3.07</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(3.07</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.50em; font-size:8pt; font-family:Arial Narrow">06/30/2019</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">28.98</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2.73</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.37</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2.36</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(3.15</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(3.15</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.50em; font-size:8pt; font-family:Arial Narrow">06/30/2018</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">28.32</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2.95</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.18</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3.13</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(2.65</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(2.65</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.50em; font-size:8pt; font-family:Arial Narrow">06/30/2017</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">26.56</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2.60</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3.18</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">5.78</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(4.10</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(4.10</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>PIMCO Dynamic Income Opportunities Fund (Consolidated)</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.50em; font-size:8pt; font-family:Arial Narrow">07/01/2021 - 12/31/2021&#043;</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">20.50</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.86</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.74</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.12</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(1.08</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">&nbsp;&nbsp;(0.12</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(1.20</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.50em; font-size:8pt; font-family:Arial Narrow">01/29/2021 - 06/30/2021</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">20.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">0.49</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">0.47</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">0.96</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">(0.47</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">(0.47</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">)&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:14pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">&#043;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">Unaudited </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">*</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">Annualized, except for organizational expense, if any. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">^</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(a)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(b)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">Per share amounts based on average number of shares outstanding during the year or period.
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(c)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">The tax characterization of distributions is determined in accordance with Federal income tax
regulations. The actual tax characterization of distributions paid is determined at the end of the fiscal year. 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; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(d)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 Fund&#146;s 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; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(e)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">Ratio includes interest expense which 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; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(f)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">See Note 2, Distributions - Common Shares, in the Notes to Financial Statements for more
information regarding certain prior year values. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(g)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">Effective December&nbsp;13, 2021, the Fund&#146;s Investment advisory fee was decreased by
0.05% to an annual rate of 1.10%. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
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<TD VALIGN="bottom"><B>18</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">See&nbsp;Accompanying&nbsp;Notes</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR></TABLE>


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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" ALIGN="center">


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<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom" COLSPAN="10" ALIGN="center" STYLE="border-bottom:1.00px solid #000000"><B>Common Share</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="26" ALIGN="center" STYLE="border-bottom:1.00px solid #000000"><B>Ratios/Supplemental Data</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:6.5pt">
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
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<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom" COLSPAN="18" ALIGN="center" STYLE="border-bottom:1.00px solid #000000"><B>Ratios to Average Net Assets Applicable to Common Shareholders</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
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<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:6.5pt">
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Increase<BR>resulting&nbsp;from<BR>Common&nbsp;Share<BR>offering</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Offering&nbsp;Cost<BR>Charged&nbsp;to<BR>Paid&nbsp;in&nbsp;Capital</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Net&nbsp;Asset<BR>Value&nbsp;End&nbsp;of<BR>Year&nbsp;or<BR>Period<SUP STYLE="font-size:85%; vertical-align:top">(a)</SUP></B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Market&nbsp;Price<BR>End&nbsp;of&nbsp;Year<BR>or&nbsp;Period</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Total<BR>Investment<BR>Return<SUP STYLE="font-size:85%; vertical-align:top">(d)</SUP></B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Net&nbsp;Assets<BR>Applicable<BR>to&nbsp;Common<BR>Shareholders<BR>End&nbsp;of&nbsp;Year<BR>or&nbsp;Period<BR>(000s)</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Expenses<SUP STYLE="font-size:85%; vertical-align:top">(e)</SUP></B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Expenses<BR>Excluding<BR>Waivers<SUP STYLE="font-size:85%; vertical-align:top">(e)</SUP></B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Expenses<BR>Excluding<BR>Interest<BR>Expense</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Expenses<BR>Excluding<BR>Interest<BR>Expense&nbsp;and<BR>Waivers</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Net<BR>Investment<BR>Income&nbsp;(Loss)</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Portfolio<BR>Turnover<BR>Rate</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>


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<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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">N/A</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">N/A</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">9.44</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">10.72</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(5.58</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)%&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">110,693</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2.07</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">%*&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2.07</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">%*&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.59</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">%*&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.59</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">%*&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">8.06</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">%*&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">49</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">%&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">N/A</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">N/A</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">9.52</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">11.87</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">38.25</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">111,154</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2.49</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2.49</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.60</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.60</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">10.56</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">127</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">N/A</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">N/A</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">8.47</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">9.42</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(8.33</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">98,539</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3.39</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3.39</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.54</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.54</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">9.09</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">15</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">N/A</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">N/A</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">10.19</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">11.32</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">8.26</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">118,181</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3.35</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3.35</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.41</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.41</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">6.89</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">8</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">N/A</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">N/A</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">10.23</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">11.45</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">11.48</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">118,512</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3.06</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3.06</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.43</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.43</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">8.55</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">9</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">N/A</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">N/A</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">10.15</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">11.23</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">33.80</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">117,402</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3.05</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3.05</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.54</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.54</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">9.81</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">13</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="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="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">N/A</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">N/A</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">10.61</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">10.83</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.46</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">%&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">118,204</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.92</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">%*&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.92</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">%*&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.70</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">%*&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.70</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">%*&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">8.04</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">%*&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">230</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">%&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">N/A</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">N/A</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">10.44</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">11.10</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">48.12</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">115,748</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2.03</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2.03</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.66</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.66</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">10.35</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">503</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">N/A</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">N/A</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">7.47</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">8.19</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(26.51</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">82,109</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2.78</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2.78</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.65</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.65</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">12.56</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">395</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">N/A</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">N/A</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">9.89</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">12.47</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(7.41</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">107,562</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2.64</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2.64</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.53</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.53</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">11.37</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">381</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">N/A</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">N/A</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">10.50</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">14.98</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(8.96</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">113,204</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2.36</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2.36</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.48</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.48</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">9.84</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">63</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">N/A</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">N/A</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">11.18</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">18.40</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">5.06</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">119,538</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3.20</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3.20</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.88</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.88</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">11.09</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">25</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="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="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">N/A</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">N/A</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">6.20</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">6.79</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(6.73</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)%&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">276,659</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.26</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">%*&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.26</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">%*&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.98</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">%*&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.98</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">%*&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">8.45</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">%*&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">349</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">%&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">N/A</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">N/A</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">6.55</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">7.61</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">30.90</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">290,989</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.36</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.36</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.96</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.96</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">8.97</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">774</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">N/A</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">N/A</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">5.94</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">6.37</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(27.94</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">261,163</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2.61</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2.61</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.98</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.98</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">11.28</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">679</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">N/A</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">N/A</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">7.12</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">9.71</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">9.57</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">309,287</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3.20</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3.20</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.97</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.97</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">8.52</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">655</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">N/A</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">N/A</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">7.32</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">9.68</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">4.59</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">314,540</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.85</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.85</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.97</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.97</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">10.12</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">5</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">N/A</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">N/A</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">7.75</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">10.19</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">17.12</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">329,673</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.52</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.52</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.97</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.97</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">8.94</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">8</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="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="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.06</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">24.50</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">25.91</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(5.35</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)%&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">&nbsp;&nbsp;5,401,430</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2.46</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">%*<SUP STYLE="font-size:85%; vertical-align:top">(g)</SUP>&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2.46</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">%*<SUP STYLE="font-size:85%; vertical-align:top">(g)</SUP>&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2.01</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">%*<SUP STYLE="font-size:85%; vertical-align:top">(g)</SUP>&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2.01</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">%*<SUP STYLE="font-size:85%; vertical-align:top">(g)</SUP>&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">11.18</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">%*&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">21</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">%&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.21</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">25.23</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">28.81</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">29.29</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,781,435</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2.78</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2.78</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2.04</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2.04</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">10.36</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">38</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.25</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">22.59</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">24.72</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(14.18</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,375,107</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3.72</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3.72</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.99</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.99</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">11.44</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">21</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.10</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">28.29</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">32.15</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">12.03</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,603,368</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3.96</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3.96</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.89</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1.89</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">9.70</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">12</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.18</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">&nbsp;&nbsp;(0.00)</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">28.98</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">31.87</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">15.54</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,575,523</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">4.07</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">4.07</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2.01</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2.01</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">10.26</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">9</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.08</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0.00</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">28.32</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">30.18</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">27.07</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,372,674</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">4.08</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">4.08</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2.14</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2.14</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">9.58</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">20</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="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="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">N/A</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">N/A</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">&nbsp;&nbsp;19.42</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">&nbsp;&nbsp;19.56</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(10.38</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)%&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2,134,261</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2.66</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">%*&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2.66</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">%*&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2.11</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">%*&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2.11</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">%*&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">8.32</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">%*&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">37</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">%&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">&nbsp;&nbsp;0.01</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">N/A</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">20.50</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">23.18</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">16.70</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">2,227,301</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">2.10</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">*&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">2.10</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">*&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">1.78</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">*&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">1.78</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">*&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">5.93</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">*&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">49</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD WIDTH="87%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>19</B></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">

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<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="96%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
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<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B><A NAME="tx278218_5"></A>Statements&nbsp;of&nbsp;Assets&nbsp;and&nbsp;Liabilities</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;&nbsp;&nbsp;&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">


<TR>

<TD WIDTH="71%"></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="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" NOWRAP><FONT COLOR="#333333">(Amounts in thousands<SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="font-size:4.5pt" COLOR="#333333">&#134;</FONT>, except per share amounts)</SUP></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>PCM Fund,<BR>Inc.</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>PIMCO<BR>Global<BR>StocksPLUS<SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;
&amp;<BR>Income<BR>Fund</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>PIMCO<BR>Strategic<BR>Income&nbsp;Fund,<BR>Inc.</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Assets:</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<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="2"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><I>Investments, at value</I></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD 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">&nbsp;</TD>
<TD 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">&nbsp;</TD>
<TD 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Investments in securities*</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">194,033</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">218,168</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">745,282</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><I>Financial Derivative Instruments</I></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD 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">&nbsp;</TD>
<TD 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">&nbsp;</TD>
<TD 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Exchange-traded or centrally cleared</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">34</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">167</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">247</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Over the counter</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">49</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2,780</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">458</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Cash</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">64</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Deposits with counterparty</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2,748</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">4,530</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">12,676</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Foreign currency, at value</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">633</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Receivable for investments sold</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">4,457</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">4,095</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,818</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Receivable for TBA investments sold</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">73,346</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">506,226</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Interest and/or dividends receivable</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,375</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,762</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">4,995</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Other assets</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">11</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Total Assets</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">202,771</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">305,481</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">&nbsp;&nbsp;1,271,702</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Liabilities:</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<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="2"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><I>Borrowings&nbsp;&amp; Other Financing
Transactions</I></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD 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">&nbsp;</TD>
<TD 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">&nbsp;</TD>
<TD 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Payable for reverse repurchase agreements</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">84,079</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">59,833</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">200,557</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Payable for short sales</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2,724</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2,778</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><I>Financial Derivative Instruments</I></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD 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">&nbsp;</TD>
<TD 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">&nbsp;</TD>
<TD 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Exchange-traded or centrally cleared</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">33</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,542</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">475</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Over the counter</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">244</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">410</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">999</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Payable for investments purchased</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">5,027</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">9,278</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">24,118</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Payable for unfunded loan commitments</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,596</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">40</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">118</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Payable for TBA investments purchased</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">109,804</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">760,308</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Deposits from counterparty</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2,619</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">271</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Distributions payable to common shareholders</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">938</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">769</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2,275</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Overdraft due to custodian</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">64</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2,882</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Accrued management fees</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">157</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">177</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">237</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Other liabilities</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">4</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">17</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">25</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Total Liabilities</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">92,078</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">187,277</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">995,043</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Net Assets Applicable to Common Shareholders</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">110,693</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">118,204</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">276,659</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Net Assets Applicable to Common Shareholders Consist of:</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Par
value<SUP STYLE="font-size:85%; vertical-align:top">^</SUP></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">12</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Paid in capital in excess of par</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">112,286</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">134,212</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">340,145</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Distributable earnings (accumulated loss)</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(1,605</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(16,008</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(63,486</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Net Assets Applicable to Common Shareholders</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">110,693</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">118,204</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">276,659</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Common Shares Outstanding</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">11,729</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">11,139</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">44,609</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Net Asset Value Per Common Share<SUP
STYLE="font-size:85%; vertical-align:top">(a)</SUP></B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">9.44</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">10.61</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">6.20</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Cost of investments in securities</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">&nbsp;&nbsp;187,527</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">&nbsp;&nbsp;225,151</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">754,803</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Cost of foreign currency held</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">637</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Proceeds received on short sales</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2,732</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2,782</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Cost or premiums of financial derivative instruments,
net</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">676</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(1,379</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">667</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">* Includes repurchase agreements of:</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">4,823</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:14pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="font-size:5pt" COLOR="#333333">&#134;</FONT></SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">^</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(a)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

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

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

<TD VALIGN="bottom"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="92%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>20</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">See&nbsp;Accompanying&nbsp;Notes</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="96%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B><A NAME="tx278218_6"></A>Consolidated&nbsp;Statements&nbsp;of&nbsp;Assets&nbsp;and&nbsp;Liabilities</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;&nbsp;&nbsp;&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">


<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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" NOWRAP><FONT COLOR="#333333">(Amounts in thousands<SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="font-size:4.5pt" COLOR="#333333">&#134;</FONT></SUP>, except per share amounts)</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>PIMCO<BR>Dynamic<BR>Income&nbsp;Fund</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>PIMCO<BR>Dynamic<BR>Income<BR>Opportunities<BR>Fund</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Assets:</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><I>Investments, at value</I></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD 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">&nbsp;</TD>
<TD 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Investments in securities*</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">9,438,660</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3,866,714</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Investments in Affiliates</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">167,876</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><I>Financial Derivative Instruments</I></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD 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">&nbsp;</TD>
<TD 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Exchange-traded or centrally cleared</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">665</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">159</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Over the counter</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">7,307</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3,704</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Cash</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">6,745</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,999</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Deposits with counterparty</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">80,721</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">61,008</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Foreign currency, at value</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">4,544</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Receivable for investments sold</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">122,157</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">17,090</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Receivable for Fund shares sold</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">9,484</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Interest and/or dividends receivable</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">88,825</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">42,074</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Other assets</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,504</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Total Assets</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">9,923,944</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">3,997,292</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Liabilities:</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><I>Borrowings&nbsp;&amp; Other Financing
Transactions</I></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD 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">&nbsp;</TD>
<TD 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Payable for reverse repurchase agreements</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3,897,752</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,627,632</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><I>Financial Derivative Instruments</I></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD 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">&nbsp;</TD>
<TD 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Exchange-traded or centrally cleared</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2,400</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,113</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Over the counter</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">20,970</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">4,126</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Payable for investments purchased</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">479,531</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">181,049</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Payable for unfunded loan commitments</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">78,761</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">25,827</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Payable for TBA investments purchased</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2,988</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Deposits from counterparty</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">15,554</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3,342</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Distributions payable to common shareholders</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">16,109</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">12,952</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Overdraft due to custodian</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,547</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Accrued management fees</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">9,298</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3,936</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Accrued taxes payable</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">4</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Other liabilities</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">588</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">66</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Total Liabilities</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">4,522,514</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">1,863,031</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Net Assets Applicable to Common Shareholders</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">5,401,430</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">2,134,261</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Net Assets Applicable to Common Shareholders Consist of:</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Par
value<SUP STYLE="font-size:85%; vertical-align:top">^</SUP></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Paid in capital in excess of par</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">5,452,165</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2,198,451</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Distributable earnings (accumulated loss)</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(50,737</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(64,191</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Net Assets Applicable to Common Shareholders</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"> 5,401,430</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">2,134,261</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Common Shares Outstanding</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">220,508</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">109,926</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Net Asset Value Per Common Share<SUP
STYLE="font-size:85%; vertical-align:top">(a)</SUP></B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">24.50</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">19.42</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Cost of investments in securities</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">&nbsp;&nbsp;9,467,317</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">&nbsp;&nbsp;3,923,668</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Cost of investments in Affiliates</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">99,529</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Cost of foreign currency held</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">4,516</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Cost or premiums of financial derivative instruments,
net</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(36,719</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(7,898</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">* Includes repurchase agreements of:</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">200,000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">20,100</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:14pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="font-size:5pt" COLOR="#333333">&#134;</FONT></SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">^</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">($0.00001 per share) </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(a)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD WIDTH="87%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>21</B></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">

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<TD></TD>

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<TD WIDTH="97%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B><A NAME="tx278218_7"></A>Statements&nbsp;of&nbsp;Operations</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;&nbsp;&nbsp;&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">


<TR>

<TD WIDTH="70%"></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>
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<TD VALIGN="bottom" WIDTH="3%"></TD>
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<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"><FONT COLOR="#333333">Six Months Ended December&nbsp;31, 2021 (Unaudited)</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" NOWRAP><FONT COLOR="#333333">(Amounts in thousands<SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="font-size:4.5pt" COLOR="#333333">&#134;</FONT></SUP>)</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>PCM Fund,<BR>Inc.</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>PIMCO<BR>Global<BR>StocksPLUS<SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;
&amp;<BR>Income<BR>Fund</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>PIMCO<BR>Strategic<BR>Income&nbsp;Fund,<BR>Inc.</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Investment Income:</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<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="2"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Interest, net of foreign taxes*</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">5,457</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">5,818</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">13,779</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Dividends, net of foreign taxes**</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">269</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">116</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">299</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Total Income</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">5,726</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">5,934</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">14,078</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Expenses:</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<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="2"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Management fees</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">888</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">993</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,385</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Trustee fees and related expenses</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">7</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">17</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">18</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Interest expense</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">268</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">132</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">412</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Miscellaneous expense</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">7</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">5</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Total Expenses</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,170</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,145</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,820</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Net Investment Income (Loss)</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">4,556</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">4,789</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">12,258</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Net Realized Gain (Loss):</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<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="2"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Investments in securities</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2,300</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">717</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3,401</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Exchange-traded or centrally cleared financial derivative
instruments</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">494</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2,704</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(4,057</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Over the counter financial derivative instruments</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">130</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">7,369</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3,744</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Foreign currency</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">110</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">191</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Net Realized Gain (Loss)</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">2,924</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">&nbsp;&nbsp;10,900</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">3,279</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Net Change in Unrealized Appreciation (Depreciation):</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<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="2"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Investments in securities</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(1,853</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(3,593</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(18,378</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Exchange-traded or centrally cleared financial derivative
instruments</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(1,040</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">57</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2,558</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Over the counter financial derivative instruments</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">46</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(5,666</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(2,097</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Foreign currency assets and liabilities</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">58</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">188</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Net Change in Unrealized Appreciation
(Depreciation)</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">&nbsp;&nbsp;(2,847</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">(9,144</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">&nbsp;&nbsp;(17,729</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">)&nbsp;</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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Net Increase (Decrease) in Net Assets Resulting from
Operations</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">4,633</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">6,545</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">(2,192</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">)&nbsp;</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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">* Foreign tax withholdings</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">24</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">50</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">** Foreign tax withholdings - Dividends</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">2</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">2</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">3</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:14pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="font-size:5pt" COLOR="#333333">&#134;</FONT></SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">A zero balance may reflect actual amounts rounding to less than one thousand.
</FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

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

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

<TD VALIGN="bottom"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="92%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>22</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">See&nbsp;Accompanying&nbsp;Notes</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="97%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B><A NAME="tx278218_8"></A>Consolidated&nbsp;Statements&nbsp;of&nbsp;Operations</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;&nbsp;&nbsp;&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">


<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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="8"><FONT COLOR="#333333">Six Months Ended December&nbsp;31, 2021 (Unaudited)</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" NOWRAP><FONT COLOR="#333333">(Amounts in thousands<SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="font-size:4.5pt" COLOR="#333333">&#134;</FONT></SUP>)</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>PIMCO<BR>Dynamic<BR>Income&nbsp;Fund</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>PIMCO<BR>Dynamic<BR>Income<BR>Opportunities<BR>Fund</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Investment Income:</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Interest, net of foreign taxes*</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">146,235</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">119,458</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Dividends, net of foreign taxes**</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3,663</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3,733</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Total Income</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">149,898</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">123,191</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Expenses:</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Management fees</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">22,017</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">23,519</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Trustee fees and related expenses</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">138</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">100</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Interest expense</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">4,919</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">6,136</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Miscellaneous expense</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">22</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">4</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Total Expenses</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">27,096</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">29,759</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Net Investment Income (Loss)</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">122,802</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">93,432</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Net Realized Gain (Loss):</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Investments in securities</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(8,314</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">19,896</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Exchange-traded or centrally cleared financial derivative
instruments</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(1,440</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(6,999</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Over the counter financial derivative instruments</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">16,202</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">25,119</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Short sales</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(132</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Foreign currency</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,656</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(3,787</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Net Realized Gain (Loss)</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">8,104</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">34,097</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Net Change in Unrealized Appreciation (Depreciation):</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Investments in securities</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">&nbsp;&nbsp;(115,302</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(100,854</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Investments in Affiliates</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">68,347</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Exchange-traded or centrally cleared financial derivative
instruments</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,304</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(3,529</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Over the counter financial derivative instruments</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(15,773</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(12,584</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Foreign currency assets and liabilities</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">7,572</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2,079</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Net Change in Unrealized Appreciation
(Depreciation)</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">(53,852</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">&nbsp;&nbsp;(114,888</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">)&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Net Increase (Decrease) in Net Assets Resulting from
Operations</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">77,054</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">12,641</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">* Foreign tax withholdings - Interest</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">272</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">303</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">** Foreign tax withholdings - Dividends</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">23</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:14pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="font-size:5pt" COLOR="#333333">&#134;</FONT></SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">A zero balance may reflect actual amounts rounding to less than one thousand.
</FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD WIDTH="87%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" NOWRAP>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>23</B></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">

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<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="97%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B><A NAME="tx278218_9"></A>Statements&nbsp;of&nbsp;Changes&nbsp;in&nbsp;Net&nbsp;Assets</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;&nbsp;&nbsp;&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">


<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>
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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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>PCM Fund, Inc.</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>PIMCO<BR>Global
StocksPLUS<SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp;<BR>Income&nbsp;Fund</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:6.5pt">
<TD VALIGN="bottom"><FONT STYLE="font-size:7pt" COLOR="#333333">(Amounts in thousands<SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="font-size:4.5pt" COLOR="#333333">&#134;</FONT></SUP>)</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><B><BR>Six Months Ended<BR>December&nbsp;31,&nbsp;2021<BR>(Unaudited)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><B><BR>Year Ended<BR>June&nbsp;30,&nbsp;2021</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><B><BR>Six Months Ended<BR>December&nbsp;31,&nbsp;2021<BR>(Unaudited)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><B><BR>Year&nbsp;Ended<BR>June&nbsp;30,&nbsp;2021</B></TD>
<TD VALIGN="bottom">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Increase (Decrease) in Net Assets from:</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="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"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Operations:</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="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="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Net investment income (loss)</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">4,556</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">11,334</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">4,789</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">10,479</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Net realized gain (loss)</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2,924</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(2,978</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">10,900</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">9,293</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Net change in unrealized appreciation (depreciation)</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(2,847</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">14,896</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(9,144</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">22,099</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Net Increase (Decrease) in Net Assets Resulting from
Operations</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">4,633</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">23,252</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">6,545</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">41,871</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Distributions to Common Shareholders:</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="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="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">From net investment income and/or net realized capital
gains</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(5,620</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(11,184</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(4,603</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(9,146</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Tax basis return of capital</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Total Distributions to Common Shareholders<SUP
STYLE="font-size:85%; vertical-align:top">(a)</SUP></B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">(5,620</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">(11,184</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">(4,603</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">(9,146</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">)&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Common Share Transactions*:</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="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="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Issued as reinvestment of distributions</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">526</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">547</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">514</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">914</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Net increase (decrease) resulting from common share
transactions</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">526</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">547</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">514</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">914</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Total increase (decrease) in net assets applicable to
common shareholders</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">(461</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">12,615</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">2,456</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">33,639</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Net Assets Applicable to Common Shareholders:</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="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="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Beginning of period</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">111,154</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">98,539</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">115,748</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">82,109</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">End of period</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">&nbsp;&nbsp;110,693</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">&nbsp;&nbsp;111,154</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">&nbsp;&nbsp;118,204</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">&nbsp;&nbsp;115,748</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>* Common Share Transactions:</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="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="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Shares issued as reinvestment of distributions</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">48</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">53</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">49</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">100</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Net increase (decrease) in common shares outstanding</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">48</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">53</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">49</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">100</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:14pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="font-size:5pt" COLOR="#333333">&#134;</FONT></SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(a)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">The tax characterization of distributions is determined in accordance with Federal income tax
regulations. The actual tax characterization of distributions paid is determined at the end of the fiscal year. 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:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

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

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

<TD VALIGN="bottom"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="92%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>24</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">See&nbsp;Accompanying&nbsp;Notes</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="97%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">


<TR>

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="57%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333">
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>PIMCO<BR>Strategic&nbsp;Income&nbsp;Fund,&nbsp;Inc.</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="3"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:6.5pt">
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><B><BR>Six Months Ended<BR>December&nbsp;31,&nbsp;2021<BR>(Unaudited)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><B><BR>Year Ended<BR>June&nbsp;30,&nbsp;2021</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="3"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="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="2" COLSPAN="3"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">12,258</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">25,416</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3,279</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(17,911</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(17,729</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">46,341</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="3"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">(2,192</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">53,846</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="3"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="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="2" COLSPAN="3"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(13,622</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(18,313</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(8,736</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="3"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">(13,622</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">(27,049</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">)&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="3"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="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="2" COLSPAN="3"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,484</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3,029</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="3"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">1,484</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">3,029</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="3"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">(14,330</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">29,826</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="3"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="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="2" COLSPAN="3"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">290,989</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">261,163</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">&nbsp;&nbsp;276,659</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">&nbsp;&nbsp;290,989</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="3"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="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="2" COLSPAN="3"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">212</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">461</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">212</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">461</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD WIDTH="87%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" NOWRAP>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>25</B></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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">

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<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B><A NAME="tx278218_10"></A>Consolidated&nbsp;Statements&nbsp;of&nbsp;Changes&nbsp;in&nbsp;Net&nbsp;Assets</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;&nbsp;&nbsp;&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">


<TR>

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<TD></TD>
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<TD></TD>
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<TD></TD>
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<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>PIMCO<BR>Dynamic Income Fund</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>PIMCO<BR>Dynamic Income<BR>Opportunities Fund</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:6.5pt">
<TD VALIGN="bottom"><FONT STYLE="font-size:7pt" COLOR="#333333">(Amounts in thousands<SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="font-size:4.5pt" COLOR="#333333">&#134;</FONT></SUP>)</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><B>Six Months Ended<BR>December&nbsp;31,&nbsp;2021<BR>(Unaudited)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><B>Year Ended<BR>June&nbsp;30,&nbsp;2021</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><B>Six Months Ended<BR>December&nbsp;31,&nbsp;2021<BR>(Unaudited)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:6.5pt; font-family:Arial Narrow" ALIGN="center"><B>Inception&nbsp;date</B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:6.5pt; font-family:Arial Narrow" ALIGN="center"><B>through</B></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:6.5pt; font-family:Arial Narrow" ALIGN="center"><B>June&nbsp;30,&nbsp;2021<SUP STYLE="font-size:85%; vertical-align:top">(a)</SUP></B></P></TD>
<TD VALIGN="bottom">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Increase (Decrease) in Net Assets from:</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="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"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Operations:</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="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="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Net investment income (loss)</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">122,802</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">167,364</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">93,432</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">52,235</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Net realized gain (loss)</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">8,104</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(93,129</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">34,097</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">6,681</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Net change in unrealized appreciation (depreciation)</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(53,852</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">259,142</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(114,888</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">46,720</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Net Increase (Decrease) in Net Assets Applicable to Common
Shareholders Resulting from Operations</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">77,054</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">333,377</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">12,641</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">105,636</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Distributions to Common Shareholders:</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="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="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">From net investment income and/or net realized capital
gains</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(95,082</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(167,415</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(131,093</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(51,375</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Tax basis return of capital</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(8,919</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Total Distributions to Common Shareholders<SUP
STYLE="font-size:85%; vertical-align:top">(b)</SUP></B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">(95,082</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">(176,334</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">(131,093</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">(51,375</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">)&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Common Share Transactions*:</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="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="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Net proceeds from <FONT STYLE="white-space:nowrap"><FONT
STYLE="white-space:nowrap">at-the-market</FONT></FONT> offering</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">63,791</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">120,200</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Net proceeds from equity offering</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">106,476</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2,166,064</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Net proceeds from reorganization</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3,562,154</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT STYLE="white-space:nowrap"><FONT
STYLE="white-space:nowrap">At-the-market</FONT></FONT> offering costs</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">143</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">240</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Issued as reinvestment of distributions</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">11,935</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">22,369</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">25,412</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">6,976</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Net increase (decrease) resulting from common share
transactions</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">3,638,023</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">249,285</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">25,412</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">2,173,040</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Total increase (decrease) in net assets applicable to
common shareholders</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">3,619,995</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">406,328</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">(93,040</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">2,227,301</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Net Assets Applicable to Common Shareholders:</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="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="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Beginning of period</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,781,435</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,375,107</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2,227,301</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">End of period</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">&nbsp;&nbsp;5,401,430</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">&nbsp;&nbsp;1,781,435</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">&nbsp;&nbsp;2,134,261</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">&nbsp;&nbsp;2,227,301</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>* Common Share Transactions:</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="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="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Shares sold</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2,374</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">8,848</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">108,303</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Shares issued in reorganization</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">147,079</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Shares issued as reinvestment of distributions</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">458</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">890</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,274</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">349</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Net increase (decrease) in common shares outstanding</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">149,911</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">9,738</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">1,274</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">108,652</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:14pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="font-size:5pt" COLOR="#333333">&#134;</FONT></SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(a)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">Inception date of the Fund was January&nbsp;29, 2021. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(b)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">The tax characterization of distributions is determined in accordance with Federal income tax
regulations. The actual tax characterization of distributions paid is determined at the end of the fiscal year. 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:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

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

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

<TD VALIGN="bottom"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="92%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>26</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">See&nbsp;Accompanying&nbsp;Notes</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="97%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B><A NAME="tx278218_11"></A>Statements&nbsp;of&nbsp;Cash&nbsp;Flows</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;&nbsp;&nbsp;&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">


<TR>

<TD WIDTH="70%"></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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"><FONT COLOR="#333333">Six Months Ended December&nbsp;31, 2021 (Unaudited)</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" NOWRAP><FONT COLOR="#333333">(Amounts in thousands<SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="font-size:4.5pt" COLOR="#333333">&#134;</FONT></SUP>)</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>PCM Fund,<BR>Inc.</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>PIMCO<BR>Global<BR>StocksPLUS<SUP
STYLE="font-size:85%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP><BR>&amp; Income<BR>Fund</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>PIMCO<BR>Strategic<BR>Income Fund,<BR>Inc.</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Cash Flows Provided by (Used for) Operating Activities:</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<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"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Net increase (decrease) in net assets resulting from
operations</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"> 4,633</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"> 6,545</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"> (2,192</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Adjustments to Reconcile Net Increase (Decrease) in Net Assets from Operations to Net Cash Provided
by (Used for) Operating Activities:</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<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="2"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Purchases of long-term securities</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(102,677</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(461,155</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(2,637,238</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Proceeds from sales of long-term securities</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">102,832</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">452,831</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2,640,515</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">(Purchases) Proceeds from sales of short-term portfolio
investments, net</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">7,658</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(5,840</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(17,462</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">(Increase) decrease in deposits with counterparty</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(1,135</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(1,188</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(3,725</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">(Increase) decrease in receivable for investments
sold</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">7,354</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(22,691</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(9,252</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">(Increase) decrease in interest and/or dividends
receivable</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(205</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(420</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(860</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Proceeds from (Payments on) exchange-traded or centrally
cleared financial derivative instruments</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(530</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3,202</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(1,529</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Proceeds from (Payments on) over the counter financial
derivative instruments</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">87</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">7,383</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3,726</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">(Increase) decrease in other assets</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Increase (decrease) in payable for investments
purchased</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(7,198</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">26,666</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">48,603</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Increase (decrease) in payable for unfunded loan
commitments</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(832</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(378</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">118</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Increase (decrease) in deposits from counterparty</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(10</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(6,021</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(1,024</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Increase (decrease) in accrued management fees</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">11</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">21</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">7</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Proceeds from (Payments on) short sales transactions,
net</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(7,526</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,773</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(17,979</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Proceeds from (Payments on) foreign currency
transactions</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">147</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">228</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Increase (decrease) in other liabilities</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(3</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(16</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(3</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><I>Net Realized (Gain) Loss</I></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD 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">&nbsp;</TD>
<TD 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">&nbsp;</TD>
<TD 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Investments in securities</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(2,300</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(717</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(3,401</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Exchange-traded or centrally cleared financial derivative
instruments</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(494</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(2,704</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">4,057</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Over the counter financial derivative instruments</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(130</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(7,369</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(3,744</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Foreign currency</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(110</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(191</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><I>Net Change in Unrealized (Appreciation)
Depreciation</I></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD 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">&nbsp;</TD>
<TD 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">&nbsp;</TD>
<TD 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Investments in securities</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,853</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3,593</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">18,378</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Exchange-traded or centrally cleared financial derivative
instruments</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,040</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(57</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(2,558</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Over the counter financial derivative instruments</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(46</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">5,666</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2,097</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Foreign currency assets and liabilities</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(58</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(188</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Net amortization (accretion) on investments</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(238</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(162</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3,386</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Net Cash Provided by (Used for) Operating
Activities</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">2,145</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">(1,057</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">19,771</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Cash Flows Received from (Used for) Financing Activities:</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<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="2"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Increase (decrease) in overdraft due to custodian</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">64</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">2,882</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Cash distributions paid*</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(5,090</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(4,085</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(12,127</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Proceeds from reverse repurchase agreements</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">161,590</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">156,671</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">796,048</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Payments on reverse repurchase agreements</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(159,237</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(152,520</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(810,355</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Net Cash Received from (Used for) Financing
Activities</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">(2,737</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">130</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">(23,552</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">)&nbsp;</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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Net Increase (Decrease) in Cash and Foreign
Currency</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">(592</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">(927</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">(3,781</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">)&nbsp;</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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Cash and Foreign Currency:</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<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="2"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Beginning of period</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">656</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,560</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3,781</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">End of period</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"> 64</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"> 633</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"> 0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">* Reinvestment of distributions</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"> 526</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"> 514</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"> 1,484</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Supplemental Disclosure of Cash Flow Information:</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Interest expense paid during the period</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"> 193</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"> 109</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"> 372</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Non Cash Payment in Kind</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"> 61</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"> 128</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"> 29</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:14pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="font-size:5pt" COLOR="#333333">&#134;</FONT></SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">A zero balance may reflect actual amounts rounding to less than one thousand.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">A Statement of Cash Flows is presented when a Fund has a significant amount of borrowing during the period,
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 1 or 2 in the fair value hierarchy. </FONT></P>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD WIDTH="87%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" NOWRAP>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>27</B></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="97%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B><A NAME="tx278218_12"></A>Consolidated&nbsp;Statements&nbsp;of&nbsp;Cash&nbsp;Flows</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;&nbsp;&nbsp;&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">


<TR>

<TD WIDTH="81%"></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="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"><FONT COLOR="#333333">Six Months Ended December&nbsp;31, 2021 (Unaudited)</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" NOWRAP><FONT COLOR="#333333">(Amounts in thousands<SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="font-size:4.5pt" COLOR="#333333">&#134;</FONT></SUP>)</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>PIMCO<BR>Dynamic<BR>Income<BR>Fund</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>PIMCO<BR>Dynamic<BR>Income<BR>Opportunities<BR>Fund</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Cash Flows Provided by (Used for) Operating Activities:</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Net increase (decrease) in net assets resulting from
operations</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"> 77,054</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"> 12,641</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Adjustments to Reconcile Net Increase (Decrease) in Net Assets from Operations to Net Cash Provided
by (Used for) Operating Activities:</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Purchases of long-term securities</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(1,121,819</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(1,438,321</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Proceeds from sales of long-term securities</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">968,397</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,685,376</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">(Purchases) Proceeds from sales of short-term portfolio
investments, net</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(185,197</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(47,616</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">(Increase) decrease in deposits with counterparty</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(39,651</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(20,937</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">(Increase) decrease in receivable for investments
sold</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(29,474</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">440,250</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">(Increase) decrease in interest and/or dividends
receivable</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(64,784</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(3,082</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Proceeds from (Payments on) exchange-traded or centrally
cleared financial derivative instruments</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">825</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(10,408</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Proceeds from (Payments on) over the counter financial
derivative instruments</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">17,330</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">24,902</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">(Increase) decrease in other assets</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(505</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Increase (decrease) in payable for investments
purchased</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">312,264</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(301,767</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Increase (decrease) in payable for unfunded loan
commitments</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">57,440</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">12,177</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Increase (decrease) in deposits from counterparty</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">5,029</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(22,531</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Increase (decrease) in accrued management fees</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">6,394</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">71</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Proceeds from (Payments on) short sales transactions,
net</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(132</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Proceeds from (Payments on) foreign currency
transactions</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,118</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(3,757</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Increase (decrease) in other liabilities</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">413</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(93</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><I>Net Realized (Gain) Loss</I></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD 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">&nbsp;</TD>
<TD 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Investments in securities</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">8,314</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(19,896</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Exchange-traded or centrally cleared financial derivative
instruments</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,440</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">6,999</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Over the counter financial derivative instruments</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(16,202</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(25,119</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Short sales</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">132</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Foreign currency</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(1,656</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3,787</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><I>Net Change in Unrealized (Appreciation)
Depreciation</I></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD 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">&nbsp;</TD>
<TD 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Investments in securities</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">115,302</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">100,854</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Investments in Affiliates</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(68,347</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Exchange-traded or centrally cleared financial derivative
instruments</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(1,304</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3,529</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Over the counter financial derivative instruments</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">15,773</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">12,584</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Foreign currency assets and liabilities</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(7,572</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(2,079</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Net amortization (accretion) on investments</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(18,774</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(2,536</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Net (decrease) from Reorganization<SUP
STYLE="font-size:85%; vertical-align:top">(a)</SUP></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(228,260</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Net Cash Provided by (Used for) Operating
Activities</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">(196,452</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">405,028</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Cash Flows Received from (Used for) Financing Activities:</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Net proceeds from <FONT STYLE="white-space:nowrap"><FONT
STYLE="white-space:nowrap">at-the-market</FONT></FONT> offering</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">56,173</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Net <FONT STYLE="white-space:nowrap"><FONT
STYLE="white-space:nowrap">at-the-market</FONT></FONT> offering cost</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">143</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Increase (decrease) in overdraft due to custodian</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">1,547</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">0</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Cash distributions paid*</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(82,547</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(105,594</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Proceeds from reverse repurchase agreements</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3,219,825</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">3,635,053</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Payments on reverse repurchase agreements</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(2,998,005</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">(3,941,362</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">)&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Net Cash Received from (Used for) Financing
Activities</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">197,136</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">(411,903</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">)&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Net Increase (Decrease) in Cash and Foreign
Currency</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">684</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right">(6,875</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">)&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Cash and Foreign Currency:</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Beginning of period</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">6,061</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right">13,418</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">End of period</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"> 6,745</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"> 6,543</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">*Reinvestment of distributions</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"> 11,935</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"> 25,412</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Supplemental Disclosure of Cash Flow Information:</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Interest expense paid during the period</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"> 272</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"> 4,259</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Non Cash Payment in Kind</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"> 659</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"> 2,499</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc">&nbsp;</TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:14pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="font-size:5pt" COLOR="#333333">&#134;</FONT></SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(a)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">Includes cash, accruals, assets, and liabilities received in connection with Reorganization.
Please see Note 16 &#151; Reorganization in the Notes to Financial Statements for additional information about the Reorganization. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT
 COLOR="#333333">A Statement of Cash Flows is presented when a Fund has a significant amount of borrowing during the period, 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:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

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

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

<TD VALIGN="bottom"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="92%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>28</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">See&nbsp;Accompanying&nbsp;Notes</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="94%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Schedule&nbsp;of&nbsp;Investments</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt" COLOR="#7f7f7f"><B><A NAME="tx278218_28"></A>PIMCO&nbsp;PCM&nbsp;Fund,&nbsp;Inc.</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;&nbsp;&nbsp;&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></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:8pt; font-family:Arial Narrow"><B>(Amounts in thousands*, except number of shares, contracts, units and ounces, if any) </B></P>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>INVESTMENTS IN SECURITIES 175.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>LOAN PARTICIPATIONS AND ASSIGNMENTS 34.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>AAdvantage Loyalty IP Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% (LIBOR03M &#043; 4.750%) due&nbsp;04/20/2028 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">830</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Altar BidCo, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.250% due&nbsp;11/17/2028</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>AP Core Holdings II, LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.250% (LIBOR03M &#043; 5.500%) due&nbsp;09/01/2027 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,117</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Caesars Resort Collection LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.854% (LIBOR03M &#043; 2.750%) due&nbsp;12/23/2024 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,627</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,617</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.604% (LIBOR03M &#043; 3.500%) due&nbsp;07/21/2025 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">299</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Carnival Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.000% (LIBOR03M &#043; 3.250%) due&nbsp;10/18/2028 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">178</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">176</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Cengage Learning, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% (LIBOR03M &#043; 4.750%) due&nbsp;06/29/2026 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,122</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Clear Channel Outdoor Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.629% (LIBOR03M &#043; 3.500%) due&nbsp;08/21/2026 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,431</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,413</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Dei Sales, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.604% (LIBOR03M &#043; 5.500%) due&nbsp;04/28/2028 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,086</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,086</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Emerald TopCo, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.629% (LIBOR03M &#043; 3.500%) due&nbsp;07/24/2026 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Encina Private Credit LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">TBD% (LIBOR03M &#043; 3.716%) due&nbsp;11/30/2025
&laquo;~&micro;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,573</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,573</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Envision Healthcare Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.854% (LIBOR03M &#043; 3.750%) due&nbsp;10/10/2025 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,836</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,099</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>ExGen Texas Power LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.750% (LIBOR03M &#043; 6.750%) due&nbsp;10/08/2026 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,386</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,390</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Forbes Energy Services LLC (7.000% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.000% due&nbsp;06/30/2022 &laquo;(d)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">630</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>HUB International Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.000% (LIBOR03M &#043; 3.250%) due&nbsp;04/25/2025 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,201</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B><FONT STYLE="white-space:nowrap">II-VI,</FONT>
Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">TBD% (LIBOR03M &#043; 2.750%) due&nbsp;12/01/2028 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">142</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">142</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Lealand Finance Company B.V.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.104% (LIBOR03M &#043; 3.000%) due&nbsp;06/28/2024 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Lealand Finance Company B.V. (1.104% Cash and 3.000%
PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.104% (LIBOR03M &#043; 1.000%) due&nbsp;06/30/2025 ~(d)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">192</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">85</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Petco Health&nbsp;&amp; Wellness Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.000% (LIBOR03M &#043; 3.250%) due&nbsp;03/03/2028 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>PUG LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.604% (LIBOR03M &#043; 3.500%) due&nbsp;02/12/2027 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">702</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">688</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Redstone Buyer LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% (LIBOR03M &#043; 4.750%) due&nbsp;04/27/2028 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,439</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Rising Tide Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% (LIBOR03M &#043; 4.750%) due&nbsp;06/01/2028 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,095</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;1,093</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Scientific Games International, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.854% (LIBOR03M &#043; 2.750%) due&nbsp;08/14/2024 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">898</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">896</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Sequa Mezzanine Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">11.750% (LIBOR03M &#043; 10.750%) due&nbsp;04/28/2024 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">834</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">834</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Shutterfly, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% (LIBOR03M &#043; 5.000%) due&nbsp;09/25/2026 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>SkyMiles IP Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.750% (LIBOR03M &#043; 3.750%) due&nbsp;10/20/2027 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">318</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Softbank Vision Fund</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.000% due&nbsp;12/21/2025 &laquo;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Syniverse Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.500% due&nbsp;10/15/2028 &laquo;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,652</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,640</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% (LIBOR03M &#043; 5.000%) due&nbsp;03/09/2023 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,503</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,489</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">10.000% (LIBOR03M &#043; 9.000%) due&nbsp;03/11/2024 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Team Health Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.750% (LIBOR03M &#043; 2.750%) due&nbsp;02/06/2024 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,791</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,720</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>U.S. Renal Care, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% (LIBOR03M &#043; 5.500%) due&nbsp;06/26/2026 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,097</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,078</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Uber Technologies, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.604% (LIBOR03M &#043; 3.500%) due&nbsp;04/04/2025 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">698</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">699</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.604% (LIBOR03M &#043; 3.500%) due&nbsp;02/25/2027 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">299</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>United Airlines, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.500% (LIBOR03M &#043; 3.750%) due&nbsp;04/21/2028 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">798</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">803</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Univision Communications, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.750% (LIBOR03M &#043; 2.750%) due&nbsp;03/15/2024 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,299</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Westmoreland Mining Holdings LLC (15.000%
PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">15.000% due&nbsp;03/15/2029 (d)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">813</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">244</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Windstream Services LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.250% (LIBOR03M &#043; 6.250%) due&nbsp;09/21/2027 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">167</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">168</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Loan Participations and Assignments
(Cost&nbsp;$38,798)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;37,964</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>CORPORATE BONDS&nbsp;&amp; NOTES 38.8%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>BANKING&nbsp;&amp; FINANCE 8.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>CURO Finance LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.500% due&nbsp;08/01/2028 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">906</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Fortress Transportation&nbsp;&amp; Infrastructure Investors
LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due&nbsp;10/01/2025 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">76</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">79</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>MGM Growth Properties Operating Partnership
LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.875% due&nbsp;02/15/2029 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">210</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.500% due&nbsp;09/01/2026 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due&nbsp;02/01/2027 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Navient Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.625% due&nbsp;01/25/2025</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.125% due&nbsp;03/25/2024 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Newmark Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.125% due&nbsp;11/15/2023 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>OneMain Finance Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.125% due&nbsp;03/15/2024 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Piper Sandler Cos.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.200% due&nbsp;10/15/2023</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Uniti Group LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;01/15/2030 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,065</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,026</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.875% due&nbsp;02/15/2025 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,529</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Voyager Aviation Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.500% due&nbsp;05/09/2026 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,205</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,065</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,154</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>INDUSTRIALS 27.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>American Airlines, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due&nbsp;04/20/2026 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">625</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due&nbsp;04/20/2029 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,392</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Associated Materials LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.000% due&nbsp;09/01/2025 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">770</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">825</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Boeing Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.705% due&nbsp;05/01/2040 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">193</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">248</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.805% due&nbsp;05/01/2050 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">175</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.930% due&nbsp;05/01/2060 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">310</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">431</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Broadcom, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.137% due&nbsp;11/15/2035 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.187% due&nbsp;11/15/2036 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Caesars Entertainment, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.250% due&nbsp;07/01/2025 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">210</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Carnival Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">10.500% due&nbsp;02/01/2026 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">114</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Charter Communications Operating LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.500% due&nbsp;03/01/2042 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.850% due&nbsp;04/01/2061 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">189</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.950% due&nbsp;06/30/2062 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">966</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.400% due&nbsp;12/01/2061 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">415</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.800% due&nbsp;03/01/2050 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Community Health Systems, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.625% due&nbsp;02/15/2025 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">221</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">229</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.000% due&nbsp;03/15/2026 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">82</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Coty, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.750% due&nbsp;01/15/2029 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>CVS Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.880% due&nbsp;01/10/2028 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">828</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">937</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Delta Air Lines, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.375% due&nbsp;01/15/2026 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">508</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">599</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>DISH DBS Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.250% due&nbsp;12/01/2026 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">560</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">570</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Envision Healthcare Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.750% due&nbsp;10/15/2026 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">439</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">253</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Exela Intermediate LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">11.500% due&nbsp;07/15/2026</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Fresh Market, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.750% due&nbsp;05/01/2023 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Frontier Communications Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;01/15/2030 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">274</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">276</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Hertz Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.625% due&nbsp;12/01/2026 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">504</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B><FONT STYLE="white-space:nowrap">II-VI,</FONT>
Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.000% due&nbsp;12/15/2029</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Kontoor Brands, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.125% due&nbsp;11/15/2029 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,202</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>NCL Corp. Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">10.250% due&nbsp;02/01/2026 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">642</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">747</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Noble Corp. PLC (11.000% Cash or 15.000%
PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">11.000% due&nbsp;02/15/2028 (d)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Oracle Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.100% due&nbsp;03/25/2061 (j)(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Ortho-Clinical Diagnostics, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.375% due&nbsp;06/01/2025</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Prime Healthcare Services, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.250% due&nbsp;11/01/2025 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Ritchie Bros Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.750% due&nbsp;12/15/2031 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">837</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Royal Caribbean Cruises Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.125% due&nbsp;06/15/2023 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Spirit AeroSystems, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.950% due&nbsp;06/15/2023 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">524</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Topaz Solar Farms LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.875% due&nbsp;09/30/2039 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">296</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">336</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due&nbsp;09/30/2039 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,003</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;2,390</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Transocean Pontus Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.125% due&nbsp;08/01/2025</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Transocean, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.250% due&nbsp;11/01/2025</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">39</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>TripAdvisor, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.000% due&nbsp;07/15/2025 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,056</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Triumph Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.250% due&nbsp;09/15/2024</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>U.S. Renal Care, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">10.625% due&nbsp;07/15/2027</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>UAL Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.636% due&nbsp;01/02/2024 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">278</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">285</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE> </div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD WIDTH="87%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" NOWRAP>See Accompanying Notes</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>29</B></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="94%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Schedule&nbsp;of&nbsp;Investments</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt" COLOR="#7f7f7f"><B>PIMCO&nbsp;PCM&nbsp;Fund,&nbsp;Inc.</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR></TABLE>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Uber Technologies, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.500% due&nbsp;05/15/2025 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">210</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>United Airlines, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.375% due&nbsp;04/15/2026 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">209</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.625% due&nbsp;04/15/2029 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Univision Communications, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.125% due&nbsp;02/15/2025 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">438</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">443</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Viking Cruises Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">13.000% due&nbsp;05/15/2025 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,133</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Viking Ocean Cruises Ship Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.625% due&nbsp;02/15/2029 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>VOC Escrow Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.000% due&nbsp;02/15/2028 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">198</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Windstream Escrow LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.750% due&nbsp;08/15/2028 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,609</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,709</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Wolverine Escrow LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.500% due&nbsp;11/15/2024 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,764</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,638</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.000% due&nbsp;11/15/2026 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,406</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,337</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Wynn Las Vegas LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.250% due&nbsp;05/15/2027 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">512</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due&nbsp;03/01/2025 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Wynn Resorts Finance LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.125% due&nbsp;10/01/2029 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.750% due&nbsp;04/15/2025 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">630</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;29,872</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>UTILITIES 3.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Genesis Energy LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.000% due&nbsp;01/15/2027 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">843</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">870</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Pacific Gas&nbsp;&amp; Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.750% due&nbsp;08/15/2042</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.000% due&nbsp;12/01/2046</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.300% due&nbsp;03/15/2045 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">463</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">469</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.450% due&nbsp;04/15/2042</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.500% due&nbsp;07/01/2040 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">53</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.500% due&nbsp;12/15/2041 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.600% due&nbsp;06/15/2043</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.750% due&nbsp;02/15/2044 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,471</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,529</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.950% due&nbsp;07/01/2050 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">826</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">901</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Southern California Edison Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.875% due&nbsp;03/01/2049 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Transocean Poseidon Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.875% due&nbsp;02/01/2027</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,954</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Corporate Bonds&nbsp;&amp; Notes
(Cost&nbsp;$41,663)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;42,980</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>CONVERTIBLE BONDS&nbsp;&amp; NOTES 0.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>BANKING&nbsp;&amp; FINANCE 0.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>CBL&nbsp;&amp; Associates HoldCo LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.000% due&nbsp;11/15/2028</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">59</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>INDUSTRIALS 0.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Multiplan Corp. (6.000% Cash or 7.000%
PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;10/15/2027 (d)(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">555</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Convertible Bonds&nbsp;&amp; Notes
(Cost&nbsp;$744)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>668</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>MUNICIPAL BONDS&nbsp;&amp; NOTES 1.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>PUERTO RICO 1.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Commonwealth of Puerto Rico General Obligation Bonds, Series
2014</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.000% due&nbsp;07/01/2035 ^(e)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,424</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Municipal Bonds&nbsp;&amp; Notes (Cost
$1,308)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>1,424</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>U.S. GOVERNMENT AGENCIES 3.9%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Fannie Mae</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.000% due&nbsp;06/25/2050 (a)(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,975</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">606</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.853% due&nbsp;07/25/2029 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">230</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">253</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<TR>

<TD WIDTH="66%"></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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Freddie Mac</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;02/25/2046 (b)(h)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">232</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.100% due&nbsp;02/25/2046 (a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">232</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.700% due&nbsp;11/25/2055 &laquo;~(a)(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">479</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.010% due&nbsp;11/25/2045 ~(a)(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.500% due&nbsp;02/25/2041 (a)(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,299</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">278</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.000% due&nbsp;07/25/2050 (a)(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,258</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,241</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.000% due&nbsp;03/15/2040 (a)(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">919</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.253% due&nbsp;10/25/2029 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">273</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.048% due&nbsp;05/25/2050 &#149;(a)(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">348</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.653% due&nbsp;12/25/2027 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">445</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">478</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total U.S. Government Agencies (Cost $4,689)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;4,311</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B><FONT STYLE="white-space:nowrap">NON-AGENCY</FONT> MORTGAGE-BACKED SECURITIES 33.4%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Adjustable Rate Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.734% due&nbsp;01/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">63</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Banc of America Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.815% due&nbsp;04/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Banc of America Funding Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.001% due&nbsp;12/20/2034 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">242</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">164</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.522% due&nbsp;03/20/2036 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.806% due&nbsp;03/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">47</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">54</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.000% due&nbsp;10/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">379</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">313</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Banc of America Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.625% due&nbsp;06/20/2031 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">223</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">229</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.969% due&nbsp;06/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">39</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Bancorp Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.860% due&nbsp;08/15/2032 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,077</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>BCAP LLC Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.486% due&nbsp;07/26/2036 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">87</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">79</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Bear Stearns <FONT STYLE="white-space:nowrap">ALT-A</FONT>
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.442% due&nbsp;04/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">460</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">453</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.000% due&nbsp;09/25/2034 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.889% due&nbsp;11/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">544</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">354</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.033% due&nbsp;05/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.050% due&nbsp;01/25/2047 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.174% due&nbsp;05/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.398% due&nbsp;08/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.057% due&nbsp;07/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">95</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Bear Stearns Commercial Mortgage Securities
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.657% due&nbsp;10/12/2041 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>CBA Commercial Small Balance Commercial
Mortgage</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.040% due&nbsp;01/25/2039 ^&thorn;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">147</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">141</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>CD Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.688% due&nbsp;10/15/2048</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">67</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Chase Mortgage Finance Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;03/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">173</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">118</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Citigroup Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.512% due&nbsp;12/10/2049 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">427</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">192</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Citigroup Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.394% due&nbsp;11/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.692% due&nbsp;11/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">819</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.250% due&nbsp;11/25/2037 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">691</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">428</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Citigroup Mortgage Loan Trust, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.533% due&nbsp;10/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">292</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">203</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Citigroup Mortgage Loan Trust, Inc. Mortgage Pass-Through
Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.039% due&nbsp;09/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">77</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">68</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Commercial Mortgage Lease-Backed
Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.250% due&nbsp;06/20/2031 ~(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,720</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Commercial Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.956% due&nbsp;12/10/2049 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Connecticut Avenue Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.150% due&nbsp;10/25/2041 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">809</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Countrywide Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.652% due&nbsp;10/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,719</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">659</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.662% due&nbsp;02/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">147</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.682% due&nbsp;02/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">445</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">439</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.082% due&nbsp;12/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">697</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">642</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due&nbsp;03/25/2035</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">393</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">239</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;11/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">163</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;04/25/2036 ^(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,344</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,593</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Countrywide Home Loan Mortgage Pass-Through
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.742% due&nbsp;03/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">81</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.972% due&nbsp;03/25/2046 ^&#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">374</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.985% due&nbsp;02/20/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.813% due&nbsp;09/20/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">73</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">70</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.911% due&nbsp;09/25/2047 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;05/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">123</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Credit Suisse Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.457% due&nbsp;02/15/2040 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,497</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Credit Suisse First Boston Mortgage Securities
Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.000% due&nbsp;02/25/2033</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Credit Suisse Mortgage Capital Mortgage-Backed
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;07/25/2036</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">969</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">686</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.396% due&nbsp;04/25/2036 &thorn;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">172</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due&nbsp;05/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">147</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">76</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>DBGS Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.194% due&nbsp;10/15/2036 ~(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">147,870</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">787</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Extended Stay America Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.810% due&nbsp;07/15/2038 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">895</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">899</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>First Horizon Alternative Mortgage Securities
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.279% due&nbsp;08/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Freddie Mac</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.550% due&nbsp;10/25/2041 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,147</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.850% due&nbsp;11/25/2041 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;1,162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>GS Mortgage Securities Corp. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.591% due&nbsp;10/10/2032 ~(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">786</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.591% due&nbsp;10/10/2032 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>GS Mortgage Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.731% due&nbsp;08/10/2043 ~(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,534</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.723% due&nbsp;05/10/2045 ~(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,201</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>GSR Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.770% due&nbsp;03/25/2047 ^~(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">664</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">513</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>HarborView Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.604% due&nbsp;01/19/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">468</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">325</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>IndyMac INDA Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.272% due&nbsp;06/25/2037 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">118</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">103</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>IndyMac INDX Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.902% due&nbsp;11/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">64</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">63</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.813% due&nbsp;05/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>J.P. Morgan Chase Commercial Mortgage
Securities&nbsp;Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due&nbsp;11/15/2038 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>JP Morgan Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due&nbsp;03/25/2036 ^(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">816</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">638</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>JP Morgan Chase Commercial Mortgage
Securities&nbsp;Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.420% due&nbsp;03/12/2039 ~(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>JP Morgan Chase Commercial Mortgage
Securities&nbsp;Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.392% due&nbsp;02/15/2046 ~(a)(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">55,152</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">496</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.868% due&nbsp;01/12/2038 ~(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">867</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">876</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.098% due&nbsp;02/12/2051 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">53</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">264</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>JP Morgan Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.314% due&nbsp;07/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B><FONT STYLE="white-space:nowrap">LB-UBS</FONT> Commercial
Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.407% due&nbsp;11/15/2038 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.534% due&nbsp;02/15/2040 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">81</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Lehman Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.937% due&nbsp;04/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;05/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">79</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>MASTR Adjustable Rate Mortgages Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.616% due&nbsp;11/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">259</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">187</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>MASTR Asset Securitization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;06/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">184</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">155</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Merrill Lynch Mortgage Investors Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.522% due&nbsp;07/25/2030 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.762% due&nbsp;11/25/2029 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">59</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.240% due&nbsp;02/25/2034 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.331% due&nbsp;05/25/2033 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.597% due&nbsp;11/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Morgan Stanley Capital Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.222% due&nbsp;11/12/2049 ~(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,537</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.460% due&nbsp;11/15/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">383</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Morgan Stanley Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.552% due&nbsp;01/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">179</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;08/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">84</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE> </div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

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

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

<TD VALIGN="bottom"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="92%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>30</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">See&nbsp;Accompanying&nbsp;Notes</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="94%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD 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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Morgan Stanley Resecuritization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.160% due&nbsp;03/26/2037 ~(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,462</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,471</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Mortgage Equity Conversion Asset Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.000% due&nbsp;07/25/2060</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Nomura Asset Acceptance Corp. Alternative Loan
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.172% due&nbsp;02/25/2035 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">282</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">289</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Regal Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.738% due&nbsp;09/29/2031 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Residential Accredit Loans, Inc. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.341% due&nbsp;01/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">176</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;08/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">158</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">155</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;06/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">81</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">79</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due&nbsp;09/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">147</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Residential Asset Securitization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;03/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">183</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">93</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Residential Funding Mortgage Securities, Inc.
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;06/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">114</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Structured Adjustable Rate Mortgage Loan
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.908% due&nbsp;04/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.911% due&nbsp;01/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">209</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">154</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.284% due&nbsp;09/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">42</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">39</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Structured Asset Mortgage Investments
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.522% due&nbsp;08/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">512</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">499</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>TBW Mortgage-Backed Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;07/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Tharaldson Hotel Portfolio Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.584% due&nbsp;11/11/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Wachovia Bank Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.933% due&nbsp;10/15/2041 ~(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.720% due&nbsp;10/15/2048 ~(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,367</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,357</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>WaMu Mortgage Pass-Through Certificates
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.002% due&nbsp;10/25/2045 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,567</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,227</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.083% due&nbsp;06/25/2044 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">227</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">226</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.725% due&nbsp;10/25/2046 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">884</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">867</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.725% due&nbsp;11/25/2046 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">490</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">484</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.991% due&nbsp;12/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">182</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">183</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Washington Mutual Mortgage Pass-Through Certificates
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due&nbsp;08/25/2036 ^(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">777</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">720</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total <FONT STYLE="white-space:nowrap">Non-Agency</FONT>
Mortgage-Backed Securities (Cost&nbsp;$36,842)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;36,997</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>ASSET-BACKED SECURITIES 45.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>AIM Aviation Finance Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.213% due&nbsp;02/15/2040 &thorn;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,228</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,071</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Asset-Backed Securities Corp. Home Equity Loan
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.197% due&nbsp;02/25/2035 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,983</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,002</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.353% due&nbsp;06/21/2029 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">61</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">61</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Bear Stearns Asset-Backed Securities
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.672% due&nbsp;04/25/2036 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,973</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,783</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.691% due&nbsp;07/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">166</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">166</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due&nbsp;12/25/2035</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Bombardier Capital Mortgage Securitization
Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.830% due&nbsp;06/15/2030 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">269</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Citigroup Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.262% due&nbsp;12/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,219</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">816</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.322% due&nbsp;12/25/2036 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">703</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">363</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.777% due&nbsp;11/25/2045 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">790</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">790</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.802% due&nbsp;11/25/2046 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,061</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Conseco Finance Securitizations Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.960% due&nbsp;05/01/2031</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">331</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.163% due&nbsp;03/01/2033 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">726</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">690</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Countrywide Asset-Backed Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.252% due&nbsp;04/25/2047 ^&#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">210</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.302% due&nbsp;06/25/2037 ^&#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">581</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">621</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.362% due&nbsp;12/25/2036 ^&#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">834</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">832</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.582% due&nbsp;05/25/2036 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,991</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.752% due&nbsp;06/25/2035 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Countrywide Asset-Backed Certificates
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.372% due&nbsp;09/25/2046 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,047</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,762</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.977% due&nbsp;10/25/2035 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,132</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,945</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>EMC Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.152% due&nbsp;05/25/2040 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">182</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">193</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.402% due&nbsp;02/25/2041 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">184</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">183</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Flagship Credit Auto Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;06/15/2026 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Fremont Home Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.462% due&nbsp;04/25/2036 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">47</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">47</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>GE Capital Mortgage Services, Inc. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.705% due&nbsp;04/25/2029 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">39</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>GSAMP Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.902% due&nbsp;06/25/2035 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.727% due&nbsp;12/25/2034 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,151</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,899</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Home Equity Mortgage Loan Asset-Backed
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.342% due&nbsp;04/25/2037 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,715</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,972</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>HSI Asset Securitization Corp. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.212% due&nbsp;04/25/2037 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,977</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Marlette Funding Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;07/16/2029 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">436</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;03/15/2030 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,055</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>MASTR Asset-Backed Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.322% due&nbsp;08/25/2036 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,725</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Morgan Stanley ABS Capital, Inc. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.882% due&nbsp;12/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">114</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">114</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Morgan Stanley Home Equity Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.167% due&nbsp;05/25/2035 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,913</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,733</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>National Collegiate Commutation Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 03/25/2038 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,072</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>People&#146;s Financial Realty Mortgage Securities
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.232% due 09/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,424</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">391</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Renaissance Home Equity Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.238% due 09/25/2037 ^&thorn;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,539</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,039</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Securitized Asset-Backed Receivables LLC
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.747% due 01/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">499</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">493</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>SoFi Professional Loan Program LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 01/25/2039 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 05/25/2040 (h)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">135</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 09/25/2040 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">339</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">67</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Structured Asset Investment Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.827% due 10/25/2034 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,986</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,997</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.602% due 10/25/2033 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">68</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>UCFC Manufactured Housing Contract</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.900% due 01/15/2028 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">125</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">117</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>UPS Capital Business Credit</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.664% due 04/15/2026 ^&laquo;&#149;(e)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,856</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Asset-Backed Securities (Cost $49,237)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;49,817</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>SHARES</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>COMMON STOCKS 5.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>COMMUNICATION SERVICES 1.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Clear Channel Outdoor Holdings,&nbsp;Inc. (f)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">108,013</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">357</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>iHeartMedia, Inc. &#145;A&#146; (f)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">25,745</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">542</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>iHeartMedia, Inc. &#145;B&#146; &laquo;(f)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20,009</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">379</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,278</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>ENERGY 0.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Axis Energy Services &#145;A&#146; &laquo;(j)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,344</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Noble Corp. (f)(j)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,288</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>INDUSTRIALS 1.7%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>McDermott International Ltd. (f)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,216</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Neiman Marcus Group Ltd. LLC &laquo;(j)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,191</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,930</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Noble Corp.</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">275</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Voyager Aviation Holdings &laquo;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">307</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Westmoreland Mining Holdings LLC &laquo;(j)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,231</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,940</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">


<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 ; font-family:ARIAL; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; "><B>SHARES</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; "><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>MATERIALS 1.9%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Associated Materials Group, Inc.&nbsp;&laquo;(j)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">294,140</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,053</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>UTILITIES 0.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>TexGen Power LLC &laquo;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">9,914</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">258</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Common Stocks (Cost $4,813)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>5,635</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>WARRANTS 1.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>INDUSTRIALS 0.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Sequa Corp. - Exp. 04/28/2024 &laquo;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">118,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">81</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>INFORMATION TECHNOLOGY 0.9%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Windstream Holdings LLC - Exp.&nbsp;09/21/2055 &laquo;</B></FONT></P></TD>

<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">43,518</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,078</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Warrants (Cost&nbsp;$316)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>1,159</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>PREFERRED SECURITIES 4.4%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>INDUSTRIALS 4.4%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>General Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.533% (US0003M &#043; 3.330%) due&nbsp;03/15/2022 ~(i)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">53,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">53</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Sequa Corp. (15.000% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">15.000% &laquo;(d)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,193</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Voyager Aviation Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.500% &laquo;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,842</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">572</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Preferred Securities (Cost&nbsp;$2,841)</B></FONT></P></TD>

<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>4,818</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>REAL ESTATE INVESTMENT TRUSTS 3.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>REAL ESTATE 3.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Uniti Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">46,851</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">657</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>VICI Properties, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">104,988</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,161</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Real Estate Investment Trusts
(Cost&nbsp;$1,834)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>3,818</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; "><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>SHORT-TERM INSTRUMENTS 4.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>U.S. TREASURY BILLS 4.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.061% due 03/24/2022 - 04/07/2022 (c)(g)(h)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,443</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,442</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>Total Short-Term Instruments<BR>(Cost $4,442)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>4,442</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>Total Investments in Securities<BR>(Cost $187,527)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>194,033</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></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></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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top" COLSPAN="6"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>Total Investments 175.3%<BR>(Cost $187,527)</B></FONT></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>194,033</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Financial Derivative Instruments&nbsp;(l)(m) (0.2)%</B></FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>(Cost or Premiums, net $676)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>(194</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>Other Assets and Liabilities, net (75.1)%</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>(83,146</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top" COLSPAN="6"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>Net Assets 100.0%</B></FONT></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;110,693</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> </div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">

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<TD WIDTH="87%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow; ">See Accompanying Notes</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>SEMIANNUAL&nbsp;REPORT</B></FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center"><FONT STYLE="font-family:Arial Narrow; ">&#124;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">DECEMBER&nbsp;31,&nbsp;2021</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>31</B></FONT></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

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<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">

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<TD></TD>

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<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="94%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Schedule&nbsp;of&nbsp;Investments</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt" COLOR="#7f7f7f"><B>PIMCO&nbsp;PCM&nbsp;Fund,&nbsp;Inc.</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>NOTES TO SCHEDULE OF INVESTMENTS:
</B></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>*</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>A zero balance may reflect actual amounts rounding to less than one thousand.
</B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>^</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Security is in default. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>&laquo;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Security valued using significant unobservable inputs (Level 3).
</B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>&micro;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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&nbsp;funding. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>~</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 description. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>&#149;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 description. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>&thorn;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 end. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(a)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Security is an Interest Only (&#147;IO&#148;) or IO Strip.
</B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(b)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Principal only security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(c)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>When-issued security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(d)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Payment <FONT STYLE="white-space:nowrap">in-kind</FONT> security.
</B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(e)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Security is not accruing income as of the date of this report.
</B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(f)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Security did not produce income within the last twelve months.
</B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(g)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Coupon represents&nbsp;a weighted average&nbsp;yield to maturity.
</B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(h)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Zero coupon security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(i)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Perpetual maturity; date shown, if applicable, represents next contractual call date.
</B></FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>(j)&nbsp;&nbsp;RESTRICTED SECURITIES:
</B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<TR>

<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></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"></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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Issuer Description</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Acquisition<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Cost</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Market&nbsp;Value<BR>as&nbsp;Percentage<BR>of Net Assets</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Associated Materials Group, Inc.</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/24/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,868</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,053</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.85</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">%&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Axis Energy Services &#145;A&#146;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/01/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.04</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Neiman Marcus Group Ltd. LLC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/25/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">425</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,930</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Noble Corp.</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><FONT STYLE="white-space:nowrap">02/05/2021&nbsp;-&nbsp;02/08/2021</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.05</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Oracle Corp. 4.100% due 03/25/2061</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/12/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.09</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Westmoreland Mining Holdings LLC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/08/2014</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">269</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,748</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;4,193</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3.77</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">%&nbsp;</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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>BORROWINGS AND OTHER FINANCING
TRANSACTIONS </B></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>REVERSE REPURCHASE AGREEMENTS: </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<TR>

<TD WIDTH="34%"></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="8%"></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="8%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Borrowing<BR>Rate<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Amount<BR>Borrowed<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Payable for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BCY</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.926</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/07/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(630</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(630</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BNY</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.807</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/16/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/16/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(6,706</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6,727</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BOS</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.853</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/22/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,048</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,055</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.490</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/11/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/11/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(417</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(418</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.490</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/20/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/22/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(827</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(828</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/03/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,404</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,407</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/10/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/10/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,175</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,177</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/14/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">04/18/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,121</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.530</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11/22/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/24/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(971</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/09/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(444</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(444</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/10/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.810</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/01/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">04/01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,325</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,332</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/10/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/10/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(753</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(754</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.960</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/03/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,763</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,765</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/01/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/06/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(269</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(269</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/03/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,064</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,068</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/08/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(770</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(772</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/21/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(509</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/07/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/10/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/18/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/10/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,118</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,121</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.598</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/08/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,999</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(3,004</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.763</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/10/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(727</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(730</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.806</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/07/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">04/07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,032</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,039</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

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

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

<TD VALIGN="bottom"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

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<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="92%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>32</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">See&nbsp;Accompanying&nbsp;Notes</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="94%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
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<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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Counterparty</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Borrowing<BR>Rate<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Settlement<BR>Date</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Maturity<BR>Date</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Amount<BR>Borrowed<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Payable for<BR>Reverse<BR>Repurchase<BR>Agreements</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">CIB</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.570</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/12/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/13/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(313</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(314</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.570</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/13/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/18/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(158</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(158</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.570</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/14/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/13/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,786</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,788</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">CSG</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/13/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/13/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(369</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(369</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">GSC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.620</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/12/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/19/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(424</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(425</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">MZF</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.799</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/14/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/14/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,643</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,654</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.799</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/14/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(837</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(838</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">RDR</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/21/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/20/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">RTA</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.849</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/09/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,221</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.849</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/11/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/09/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,349</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,353</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">SOG</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/19/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(168</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(168</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(131</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(131</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/29/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(655</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(656</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/20/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/22/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(294</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(294</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/07/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(447</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(448</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/23/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(544</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(544</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/30/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(177</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(178</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/21/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/21/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,173</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,174</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.856</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/19/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/18/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(747</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">TDM</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/03/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,154</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,155</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/10/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/07/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(957</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(958</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/16/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,303</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/18/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(153</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(153</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(764</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(764</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/18/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(140</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(140</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/18/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">UBS</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/25/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/13/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(418</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(419</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/24/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(335</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(335</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/03/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,563</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,566</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(749</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(749</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/30/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,845</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,847</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/19/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/18/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(517</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(518</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/04/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/05/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,686</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,687</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/26/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/18/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(633</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(633</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/27/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,065</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,065</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.490</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/22/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,701</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,702</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/14/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/12/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(191</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(191</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/03/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/28/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,838</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,839</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/14/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/10/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(685</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(687</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/30/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/10/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(261</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.774</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/12/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,707</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,714</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.805</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/08/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(6,770</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,783</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Reverse Repurchase Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(84,079</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>BORROWINGS AND OTHER FINANCING
TRANSACTIONS SUMMARY </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT 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 December&nbsp;31, 2021: </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt" ALIGN="center">


<TR>

<TD WIDTH="40%"></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="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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Repurchase<BR>Agreement<BR>Proceeds<BR>to be<BR>Received</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Payable for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Payable for<BR><FONT STYLE="white-space:nowrap">Sale-Buyback</FONT><BR>Transactions</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Total<BR>Borrowings and<BR>Other&nbsp;Financing<BR>Transactions</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Collateral<BR>Pledged/(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Net&nbsp;Exposure<SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Global/Master Repurchase Agreement</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BCY</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(630</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(630</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BNY</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6,727</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6,727</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8,502</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,775</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BOS</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,055</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,055</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,237</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,182</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(13,407</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(13,407</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;16,645</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,238</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(12,873</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(12,873</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">15,577</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,704</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">CIB</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,524</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">264</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">CSG</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(369</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(369</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">452</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">GSC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(425</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(425</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">588</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">163</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">MZF</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(5,492</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(5,492</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,807</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,315</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">RDR</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">201</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">RTA</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,574</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,574</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,654</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,080</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">SOG</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,343</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,343</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,072</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">729</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">TDM</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,593</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,593</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,771</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">178</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">UBS</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(26,145</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(26,145</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">32,360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Borrowings and Other Financing Transactions</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(84,079</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></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="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD 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:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
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<TD WIDTH="87%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow; ">See Accompanying Notes</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>SEMIANNUAL&nbsp;REPORT</B></FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center"><FONT STYLE="font-family:Arial Narrow; ">&#124;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">DECEMBER&nbsp;31,&nbsp;2021</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>33</B></FONT></TD></TR></TABLE></DIV>
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<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
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<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Schedule&nbsp;of&nbsp;Investments</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt" COLOR="#7f7f7f"><B>PIMCO&nbsp;PCM&nbsp;Fund,&nbsp;Inc.</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>CERTAIN TRANSFERS ACCOUNTED FOR AS
SECURED BORROWINGS </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><B>Remaining Contractual Maturity of the Agreements </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt" ALIGN="center">


<TR>

<TD WIDTH="56%"></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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Overnight&nbsp;and<BR>Continuous</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Up&nbsp;to&nbsp;30&nbsp;days</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B><FONT STYLE="white-space:nowrap">31-90&nbsp;days</FONT></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Greater&nbsp;Than&nbsp;90&nbsp;days</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="20"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Reverse Repurchase Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Corporate Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(7,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(14,669</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(15,376</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(37,045</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">U.S. Government Agencies</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,685</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,685</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed
Securities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(730</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(7,328</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6,434</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(14,492</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Asset-Backed Securities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,714</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(15,274</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(10,869</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(29,857</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Borrowings</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(14,129</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(37,271</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(32,679</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>(84,079</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Payable for reverse repurchase agreements<SUP
STYLE="font-size:85%; vertical-align:top"> </SUP></B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(84,079</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(k)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Securities with an aggregate market value of $103,016 and cash of $280 have been pledged
as collateral under the terms of the above master agreements as of December&nbsp;31, 2021. </B></FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">The average amount of borrowings outstanding during the period ended December&nbsp;31, 2021
was $(81,586) at a weighted average interest rate of 0.637%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">Open maturity reverse repurchase agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 information. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>(l)&nbsp;&nbsp;FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>SWAP AGREEMENTS: </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>INTEREST RATE SWAPS </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt" ALIGN="center">


<TR>

<TD WIDTH="18%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></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" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></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="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Pay/Receive <BR>Floating Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Floating&nbsp;Rate&nbsp;Index</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Fixed&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Notional<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Variation Margin</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">1-Day&nbsp;
USD-Federal</FONT></FONT> Funds&nbsp;Rate <FONT STYLE="white-space:nowrap">Compounded-OIS</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/13/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/19/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">15,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(131</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">691</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">560</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/21/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;32,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">606</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(67</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">539</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/16/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/15/2026</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/21/2026</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">77</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/20/2027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/15/2027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/17/2027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/16/2028</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">140</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><FONT STYLE="white-space:nowrap">Semi-Annual</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/15/2028</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/12/2029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">908</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/19/2029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">630</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">217</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">847</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/17/2030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(279</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(93</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/16/2030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">627</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">44</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.370</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/19/2031</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/20/2031</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/19/2038</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,002</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/15/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.625</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/16/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/22/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.625</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/03/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">04/07/2051</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">82</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">82</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">04/08/2051</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(82</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(82</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Swap Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1,358</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(403</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>955</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;34</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(33</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">

<TR>

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

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

<TD VALIGN="bottom"></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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="92%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>34</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="94%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD 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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED SUMMARY </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT 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 December&nbsp;31, 2021: </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt" ALIGN="center">


<TR>

<TD WIDTH="59%"></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 VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="border-bottom:1.00px solid #000000"><FONT STYLE="font-family:Arial Narrow; font-size:7pt"><B>Financial Derivative Assets</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="12" ALIGN="center" STYLE="border-bottom:1.00px solid #000000"><FONT STYLE="font-family:Arial Narrow; font-size:7pt"><B>Financial Derivative Liabilities</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="border-bottom:1.00px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Market&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1.00px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Variation Margin<BR>Asset</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Total</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="border-bottom:1.00px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Market&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="5" ALIGN="center" STYLE="border-bottom:1.00px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Variation Margin<BR>Liability</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Total</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Purchased<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Futures</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Written<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Futures</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Swap<BR>Agreements</B></FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Exchange-Traded or Centrally Cleared</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;34</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;34</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$&nbsp;&nbsp;&nbsp;&nbsp;(33)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(33)</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Cash of $1,494 has been pledged as
collateral for exchange-traded and centrally cleared financial derivative instruments as of December&nbsp;31, 2021. See Note 8, Master Netting Arrangements, in the Notes to Financial Statements for more information. </B></FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 information. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>(m)&nbsp;&nbsp;FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>SWAP AGREEMENTS: </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>CREDIT DEFAULT SWAPS ON CREDIT INDICES - SELL PROTECTION<SUP
STYLE="font-size:85%; vertical-align:top">(1)</SUP> </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Index/Tranches</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Fixed<BR>Receive&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Notional<BR>Amount<SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Swap&nbsp;Agreements,<BR>at Value<SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">GST</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">ABX.HE.AA.6-1</FONT> Index</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Monthly</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/25/2045</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,439</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(485</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">319</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(166</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">ABX.HE.PENAAA.7-1</FONT>
Index</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.090</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Monthly</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/25/2037</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">688</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(193</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD COLSPAN="20" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(678</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;434</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(244</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>INTEREST RATE SWAPS </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt" ALIGN="center">


<TR>

<TD></TD>

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

<TD VALIGN="bottom"></TD>
<TD WIDTH="30%"></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="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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Pay/Receive<BR>Floating&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Floating Rate Index</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Fixed&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Notional<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Swap Agreements,<BR>at&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">BOA</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT>
<FONT STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><FONT STYLE="white-space:nowrap">Semi-Annual</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/20/2027</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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="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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">GLM</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT>
<FONT STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/17/2027</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT>
<FONT STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/12/2029</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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="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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">MYC</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT>
<FONT STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/15/2027</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD COLSPAN="15" 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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">53</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD COLSPAN="15" 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"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="22"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow; "><FONT COLOR="#333333"><B>Total Swap Agreements</B></FONT></P></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(682</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;487</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;49</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(244</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>FINANCIAL DERIVATIVE INSTRUMENTS: OVER
THE COUNTER SUMMARY </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">The following is a summary by
counterparty of the market value of OTC financial derivative instruments and collateral pledged/(received) as of December&nbsp;31, 2021: </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt" ALIGN="center">


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<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Financial Derivative Assets</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Financial Derivative Liabilities</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Forward<BR>Foreign<BR>Currency<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Purchased<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Total<BR>Over&nbsp;the<BR>Counter</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Forward<BR>Foreign<BR>Currency<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Written<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Total<BR>Over&nbsp;the<BR>Counter</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Net Market<BR>Value&nbsp;of&nbsp;OTC<BR>Derivatives</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Collateral<BR>Pledged/(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Net<BR>Exposure<SUP STYLE="font-size:85%; vertical-align:top">(4)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BOA</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">GLM</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">GST</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(244</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(244</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(244</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;243</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">MYC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD 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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Over the Counter</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;49</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;49</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(244</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(244</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD 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:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(n)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Securities with an aggregate market value of $243 have been pledged as collateral for
financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of December&nbsp;31, 2021. </B></FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 index. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 agreement. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD WIDTH="87%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" NOWRAP>See Accompanying Notes</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>35</B></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="94%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Schedule&nbsp;of&nbsp;Investments</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt" COLOR="#7f7f7f"><B>PIMCO&nbsp;PCM&nbsp;Fund,&nbsp;Inc.</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(4)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 information. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>FAIR VALUE OF FINANCIAL DERIVATIVE INSTRUMENTS </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT 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 and Other Risks, in the Notes to Financial Statements on risks of the Fund. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Fair Values of Financial Derivative Instruments on the Statements of Assets and Liabilities as of December&nbsp;31, 2021: </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="22" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Derivatives not accounted for as hedging instruments</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Commodity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Credit<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Equity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Foreign<BR>Exchange<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Interest<BR>Rate&nbsp;Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Financial Derivative Instruments - Assets</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Exchange-traded or centrally cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Swap Agreements<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Over the counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Swap Agreements<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="25"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Financial Derivative Instruments -
Liabilities</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Exchange-traded or centrally cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Swap Agreements<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Over the counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Swap Agreements<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">244</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">244</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;244</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;277</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">The effect of Financial Derivative
Instruments on the Statements of Operations for the period ended December&nbsp;31, 2021: </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="22" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Derivatives not accounted for as hedging instruments</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Commodity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Credit<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Equity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Foreign<BR>Exchange<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Interest<BR>Rate&nbsp;Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Net Realized Gain (Loss) on Financial Derivative
Instruments</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Exchange-traded or centrally cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Swap Agreements<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">495</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">494</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Over the counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Swap Agreements<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">495</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">624</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="25"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Net Change in Unrealized Appreciation (Depreciation) on
Financial Derivative Instruments</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Exchange-traded or centrally cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Swap Agreements<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,042</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,040</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Over the counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Swap Agreements<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">53</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(989</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(994</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">

<TR>

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

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<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
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<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">

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<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>36</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 WIDTH="94%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
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<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD 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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>FAIR VALUE MEASUREMENTS </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">The following is a summary of the fair valuations according to the inputs used as of December&nbsp;31, 2021 in valuing the Fund&#146;s assets
and liabilities: </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<TR>

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

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<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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Category and Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Level&nbsp;1</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Level&nbsp;2</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Fair<BR>Value&nbsp;at<BR>12/31/2021</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Investments in Securities, at Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Loan Participations and Assignments</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;29,459</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;8,505</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;37,964</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Corporate Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Banking&nbsp;&amp; Finance</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">9,154</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">9,154</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">29,872</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">29,872</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,954</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,954</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Convertible Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Banking&nbsp;&amp; Finance</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">555</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">555</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Municipal Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Puerto Rico</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,424</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,424</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">U.S. Government Agencies</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,832</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">479</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,311</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed
Securities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">36,997</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">36,997</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Asset-Backed Securities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">47,909</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,908</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">49,817</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Common Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Communication Services</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;899</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">379</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,278</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Energy</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,930</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,940</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Materials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,053</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,053</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">258</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">258</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Warrants</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">81</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">81</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Information Technology</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,078</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,078</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Preferred Securities</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">53</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,765</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,818</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">


<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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Category and Subcategory</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Level&nbsp;1</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Level&nbsp;2</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Level&nbsp;3</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Fair<BR>Value&nbsp;at<BR>12/31/2021</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Real Estate Investment Trusts</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Real Estate</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,818</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,818</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Short-Term Instruments</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">U.S. Treasury Bills</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,442</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,442</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Total Investments</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;4,777</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;167,771</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;21,485</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;194,033</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Financial Derivative Instruments - Assets</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Exchange-traded or centrally cleared</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Over the counter</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Financial Derivative Instruments -
Liabilities</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Exchange-traded or centrally cleared</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Over the counter</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(244</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(244</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(277</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(277</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Total Financial Derivative&nbsp;Instruments</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Totals</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,777</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">167,577</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">21,485</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">193,839</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> </div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">The following is a
reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended December&nbsp;31, 2021: </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<TR>

<TD WIDTH="34%"></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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Category and Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Beginning<BR>Balance<BR>at&nbsp;06/30/2021</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Net<BR>Purchases</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Net<BR>Sales/<BR>Settlements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Accrued<BR>Discounts/<BR>(Premiums)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Realized<BR>Gain/(Loss)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Net Change
in<BR>Unrealized<BR>Appreciation/<BR>(Depreciation)<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Transfers&nbsp;into<BR>Level 3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Transfers&nbsp;out<BR>of Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Ending<BR>Balance<BR>at&nbsp;12/31/2021</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Net Change in<BR>Unrealized<BR>Appreciation/<BR>(Depreciation)<BR>on&nbsp;Investments<BR>Held at<BR>12/31/2021<SUP
STYLE="font-size:85%; vertical-align:top">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="40"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Investments in Securities, at Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Loan Participations and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,406</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,679</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(394</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(581</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">658</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(244</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8,505</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">U.S. Government Agencies</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">479</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">479</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Asset-Backed Securities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,930</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(906</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(135</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,908</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(879</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="40"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Common Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Communication Services</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">485</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">379</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Energy</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,458</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">472</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,930</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">472</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Materials<SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,083</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,053</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">411</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(153</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">258</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(153</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="40"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Warrants</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">81</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Information Technology</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">971</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,078</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="40"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Preferred Securities</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,082</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">785</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,765</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">785</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR 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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Totals</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;16,906</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;4,728</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(496</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(581</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">828</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;479</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(379</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;21,485</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">179</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT 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 hierarchy: </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<TR>

<TD WIDTH="30%"></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 VALIGN="bottom" WIDTH="2%"></TD>
<TD></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="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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Category&nbsp;and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Ending<BR>Balance<BR>at&nbsp;12/31/2021</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Valuation<BR>Technique</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Unobservable<BR>Inputs</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD COLSPAN="2" ROWSPAN="2" VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>(% Unless Noted Otherwise)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Input Value(s)<BR></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Weighted<BR>Average</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="20"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Investments in Securities, at Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Loan&nbsp;Participations and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;4,830</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Proxy Pricing</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Base&nbsp;Price</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><FONT STYLE="white-space:nowrap">99.610-100.500</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">99.930</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Third&nbsp;Party&nbsp;Vendor</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Broker&nbsp;Quote</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">59.500-100.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">99.407</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,573</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Waterfall&nbsp;Recoverability</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Recovery&nbsp;Value</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">100.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD WIDTH="87%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" NOWRAP>See Accompanying Notes</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>37</B></TD></TR></TABLE></DIV>
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<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Schedule&nbsp;of&nbsp;Investments</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt" COLOR="#7f7f7f"><B>PIMCO&nbsp;PCM&nbsp;Fund,&nbsp;Inc.</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
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<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Category&nbsp;and&nbsp;Subcategory</B></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Ending<BR>Balance<BR>at&nbsp;12/31/2021</B></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Valuation<BR>Technique</B></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Unobservable<BR>Inputs</B></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD COLSPAN="2" ROWSPAN="2" VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>(% Unless Noted Otherwise)</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Input Value(s)<BR></B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Weighted<BR>Average</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">U.S.&nbsp;Government&nbsp;Agencies</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">479</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" NOWRAP><FONT COLOR="#333333">&#151;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">Asset-Backed&nbsp;Securities</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,908</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Proxy Pricing</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Base Price</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">&nbsp;&nbsp;&nbsp;&nbsp;0.000-12,568.480</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;10,507.042</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="20"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Common Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Communication&nbsp;Services</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">379</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" NOWRAP><FONT COLOR="#333333">&#151;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Energy</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" NOWRAP><FONT COLOR="#333333">&#151;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,930</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Discounted Cash Flow</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Discount Rate</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Materials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,053</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Comparable Companies</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">EBITDA Multiple</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center"><FONT COLOR="#333333">X</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9.900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">258</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Indicative&nbsp;Market&nbsp;Quotation</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Broker Quote</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="center"><FONT COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">26.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="20"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Warrants</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">81</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" NOWRAP><FONT COLOR="#333333">&#151;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Information&nbsp;Technology</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,078</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Comparable Companies</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">EBITDA&nbsp;Multiple</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center"><FONT COLOR="#333333">X</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4.375</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="20"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Preferred Securities</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,193</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Comparable Companies</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">EBITDA Multiple</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center"><FONT COLOR="#333333">X/X</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11.700/9.100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">572</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Discounted Cash Flow/<BR>Comparable Companies</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Discount&nbsp;Rate/BV&nbsp;Multiple</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center"><FONT COLOR="#333333">%/X</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19.850/0.290</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Total</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;21,485</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></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;</TD>
<TD VALIGN="bottom"></TD>
<TD 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="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="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:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in
Unrealized Appreciation/(Depreciation) on Investments Held at December&nbsp;31, 2021 may be due to an investment no longer held or categorized as Level&nbsp;3 at period end. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">Sector type updated from Financials to Materials since prior fiscal year end.
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 Fund. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

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

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

<TD VALIGN="bottom"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="92%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>38</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">See&nbsp;Accompanying&nbsp;Notes</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="87%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Schedule&nbsp;of&nbsp;Investments</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt" COLOR="#7f7f7f"><B><A NAME="tx278218_29"></A>PIMCO&nbsp;Global&nbsp;
StocksPLUS<SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP><SUP STYLE="font-size:85%; vertical-align:top">&nbsp;</SUP>&amp;&nbsp;Income&nbsp;Fund</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;&nbsp;&nbsp;&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></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:8pt; font-family:Arial Narrow"><B>(Amounts in thousands*, except number of shares, contracts, units and ounces, if any) </B></P>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<TR>

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

<TD VALIGN="bottom"></TD>
<TD WIDTH="7%"></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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>INVESTMENTS IN SECURITIES 184.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>LOAN PARTICIPATIONS AND ASSIGNMENTS 25.7%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>AAdvantage Loyalty IP Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% (LIBOR03M &#043; 4.750%) due&nbsp;04/20/2028 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">312</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Altar BidCo, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.250% due 11/17/2028</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,188</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>AP Core Holdings II, LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.250% (LIBOR03M &#043; 5.500%) due&nbsp;09/01/2027 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,147</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Caesars Resort Collection LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.854% (LIBOR03M &#043; 2.750%) due&nbsp;12/23/2024 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,462</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,452</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.604% (LIBOR03M &#043; 3.500%) due&nbsp;07/21/2025 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,596</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,599</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Carnival Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.750% (LIBOR03M &#043; 3.000%) due&nbsp;06/30/2025 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">396</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.000% (LIBOR03M &#043; 3.250%) due&nbsp;10/18/2028 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">184</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Clear Channel Outdoor Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.629% (LIBOR03M &#043; 3.500%) due&nbsp;08/21/2026 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,103</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;1,089</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Coty, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.500% (EUR003M &#043; 2.500%) due&nbsp;04/07/2025 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">923</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Emerald TopCo, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.629% (LIBOR03M &#043; 3.500%) due&nbsp;07/24/2026 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Envision Healthcare Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.854% (LIBOR03M &#043; 3.750%) due&nbsp;10/10/2025 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,733</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Forbes Energy Services LLC (7.000% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.000% due 06/30/2022 &laquo;(d)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Gateway Casinos&nbsp;&amp; Entertainment
Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">TBD% (LIBOR03M &#043; 8.000%) due&nbsp;10/15/2027 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,124</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,124</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.750% due 10/22/2027 &laquo;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">CAD</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">245</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>HUB International Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.000% (LIBOR03M &#043; 3.250%) due&nbsp;04/25/2025 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,301</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B><FONT STYLE="white-space:nowrap">II-VI,</FONT>
Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">TBD% (LIBOR03M &#043; 2.750%) due&nbsp;12/01/2028 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Intelsat Jackson Holdings S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.250% due 12/01/2028 &laquo;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">226</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">226</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.392% - 5.750% (LIBOR03M &#043; 4.750%) due 10/13/2022 ~&micro;</FONT></P></TD>

<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">238</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">239</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Lealand Finance Company B.V.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.104% (LIBOR03M &#043; 3.000%) due&nbsp;06/28/2024 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Lealand Finance Company B.V. (1.104% Cash and 3.000%
PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.104% (LIBOR03M &#043; 1.000%) due&nbsp;06/30/2025 ~(d)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">63</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Ortho-Clinical Diagnostics S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.081% (LIBOR03M &#043; 3.000%) due&nbsp;06/30/2025 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">63</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>PUG LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.604% (LIBOR03M &#043; 3.500%) due&nbsp;02/12/2027 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Redstone Buyer LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% (LIBOR03M &#043; 4.750%) due&nbsp;04/27/2028 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,439</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Scientific Games International, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.854% (LIBOR03M &#043; 2.750%) due&nbsp;08/14/2024 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,265</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,262</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>SkyMiles IP Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.750% (LIBOR03M &#043; 3.750%) due&nbsp;10/20/2027 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">424</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Softbank Vision Fund</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.000% due 12/21/2025 &laquo;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Steenbok Lux Finco 2 SARL (10.750% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">10.750% (EUR003M) due&nbsp;12/29/2022&nbsp;~(d)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,277</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Syniverse Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.500% due 10/15/2028 &laquo;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,802</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,789</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% (LIBOR03M &#043; 5.000%) due 03/09/2023 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,554</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,539</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">10.000% (LIBOR03M &#043; 9.000%) due 03/11/2024 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">135</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Team Health Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.750% (LIBOR03M &#043; 2.750%) due 02/06/2024 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,094</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,051</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>TransDigm, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.354% (LIBOR03M &#043; 2.250%) due 08/22/2024 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">397</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">393</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.354% (LIBOR03M &#043; 2.250%) due 05/30/2025 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">397</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">392</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.354% (LIBOR03M &#043; 2.250%) due 12/09/2025 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">397</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">392</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>United Airlines, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.500% (LIBOR03M &#043; 3.750%) due 04/21/2028 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">302</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Westmoreland Mining Holdings LLC (15.000%
PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">15.000% due 03/15/2029 (d)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,165</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Windstream Services LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.250% (LIBOR03M &#043; 6.250%) due 09/21/2027 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">236</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">238</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Loan Participations and Assignments (Cost
$31,493)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;30,350</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>CORPORATE BONDS&nbsp;&amp; NOTES 58.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>BANKING&nbsp;&amp; FINANCE 12.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Ambac Assurance Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.100% due 12/31/2099 (j)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Banca Monte dei Paschi di Siena SpA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.875% due 01/09/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">333</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.625% due 04/28/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">739</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">844</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.625% due 09/24/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">697</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.000% due 01/22/2030 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">721</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">686</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.500% due 09/10/2030 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">196</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">10.500% due 07/23/2029 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">303</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">329</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Banco de Credito del Peru</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.650% due 09/17/2024</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Corestate Capital Holding S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.500% due 04/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">602</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Credit Agricole S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.875% due 01/23/2024 &#149;(j)(k)(m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Credit Suisse Group AG</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.250% due 02/11/2027 &#149;(j)(k)(m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">621</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.250% due 12/18/2024 &#149;(j)(k)(m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">214</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.375% due 08/21/2026 &#149;(j)(k)(m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">432</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.250% due 09/12/2025 &#149;(j)(k)(m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Ford Motor Credit Co. LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.330% due 11/25/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.386% due 02/17/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Fortress Transportation&nbsp;&amp; Infrastructure Investors
LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due 10/01/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">73</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">76</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Genworth Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.800% due 02/15/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">937</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Host Hotels&nbsp;&amp; Resorts LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.375% due 12/15/2029 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>HSBC Holdings PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due 09/29/2023 &#149;(j)(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">247</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Huarong Finance Co. Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.875% due 11/13/2029</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>MGM Growth Properties Operating Partnership
LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.500% due 09/01/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due 02/01/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">226</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Newmark Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.125% due 11/15/2023</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Pinnacol Assurance</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.625% due 06/25/2034 &laquo;(l)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,454</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Societe Generale S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.375% due 10/04/2023 &#149;(j)(k)(m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Uniti Group LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due 01/15/2030 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,086</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.875% due 02/15/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,379</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Voyager Aviation Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.500% due 05/09/2026</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,706</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,534</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;14,467</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>INDUSTRIALS 40.9%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Air Canada</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.875% due 08/15/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">919</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Altice Financing S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due 08/15/2029 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,091</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>American Airlines, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due 04/20/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,875</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due 04/20/2029 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Associated Materials LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.000% due 09/01/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">262</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">281</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>BCP Modular Services Finance PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.125% due 11/30/2028 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">840</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Boeing Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.705% due 05/01/2040 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">181</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.805% due 05/01/2050 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">173</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">235</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.930% due 05/01/2060 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">239</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">333</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Bombardier, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.500% due 12/01/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">576</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">601</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.500% due 03/15/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,071</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,092</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.875% due 04/15/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">467</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Broadcom, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.187% due 11/15/2036</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.150% due 11/15/2030 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">47</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Caesars Entertainment, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.250% due 07/01/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">315</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>CGG S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.750% due 04/01/2027</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">132</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.750% due 04/01/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,887</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,866</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Charter Communications Operating LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.850% due 04/01/2061 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">95</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.950% due 06/30/2062 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">193</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.800% due 03/01/2050</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Community Health Systems, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.625% due 02/15/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">829</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.000% due 03/15/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">481</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">506</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Delta Air Lines, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.375% due 01/15/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">508</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">599</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>DISH DBS Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.250% due 12/01/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">611</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Dufry One BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.000% due 02/15/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,049</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Envision Healthcare Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.750% due 10/15/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">382</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Exela Intermediate LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">11.500% due 07/15/2026</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Fresh Market, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.750% due 05/01/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,236</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Frontier Communications Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due 01/15/2030 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">283</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">285</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Guara Norte SARL</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.198% due 06/15/2034 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">377</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">371</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>HCA, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.500% due 11/15/2095 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">439</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B><FONT STYLE="white-space:nowrap">II-VI,</FONT>
Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.000% due 12/15/2029</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Intelsat Connect Finance S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.500% due 02/15/2023 ^(e)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Intelsat Jackson Holdings S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.000% due 12/01/2029 &laquo;(c)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,525</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,522</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due 08/01/2023 ^(e)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,079</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">490</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.500% due 10/15/2024 ^(e)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,487</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">683</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.750% due 07/15/2025 ^(e)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,026</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">472</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE> </div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD WIDTH="87%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" NOWRAP>See Accompanying Notes</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>39</B></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="87%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Schedule&nbsp;of&nbsp;Investments</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt" COLOR="#7f7f7f"><B>PIMCO&nbsp;Global&nbsp;StocksPLUS<SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP><SUP
STYLE="font-size:85%; vertical-align:top">&nbsp;</SUP>&amp;&nbsp;Income&nbsp;Fund</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR></TABLE>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Intelsat Luxembourg S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.125% due 06/01/2023 ^(e)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">54</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Jaguar Land Rover Automotive PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.875% due 11/15/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">259</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Kontoor Brands, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.125% due 11/15/2029 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;1,302</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Mileage Plus Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due 06/20/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">214</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>NCL Corp. Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">10.250% due 02/01/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">585</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">681</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">12.250% due 05/15/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Nielsen Finance LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.625% due 10/01/2028 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,034</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Nissan Motor Co. Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.810% due 09/17/2030 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,343</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Noble Corp. PLC (11.000% Cash or 15.000%
PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">11.000% due 02/15/2028 (d)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Odebrecht Oil&nbsp;&amp; Gas Finance Ltd.</B></FONT></P></TD>

<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 01/31/2022 (h)(j)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">322</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Oi Movel S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.750% due 07/30/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,158</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,196</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Oracle Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.100% due 03/25/2061 (l)(m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Ortho-Clinical Diagnostics, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.375% due 06/01/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Petroleos Mexicanos</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.700% due 02/16/2032</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">381</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">386</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.750% due 09/21/2047 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,892</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.950% due 01/28/2060</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.690% due 01/23/2050</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Rolls-Royce PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.625% due 10/14/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">508</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due 10/15/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">302</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Royal Caribbean Cruises Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.125% due 06/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Sabre GLBL, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.375% due 09/01/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,046</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Sands China Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.400% due 08/08/2028 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">362</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">390</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Schenck Process Holding GmbH</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.875% due 06/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">114</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Syngenta Finance NV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.676% due 04/24/2048 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">953</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,176</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Topaz Solar Farms LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.875% due 09/30/2039 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">183</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due 09/30/2039 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,771</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Transocean Pontus Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.125% due 08/01/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Transocean, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.250% due 11/01/2025</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.500% due 01/15/2026</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.000% due 02/01/2027</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>TripAdvisor, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.000% due 07/15/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,056</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Triumph Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.250% due 09/15/2024</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.875% due 06/01/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">804</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">878</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>U.S. Renal Care, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">10.625% due 07/15/2027</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Uber Technologies, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.500% due 08/15/2029 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>United Airlines, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.375% due 04/15/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">940</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.625% due 04/15/2029 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">620</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Valaris Ltd. (8.250% Cash or 12.000% PIK)</B></FONT></P></TD>

<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.250% due 04/30/2028 (d)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Vale Overseas Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.250% due 08/10/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.875% due 11/21/2036 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.875% due 11/10/2039 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Vale S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.762% due 12/29/2049 &laquo;~(j)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,787</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Viking Cruises Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">13.000% due 05/15/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,302</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Windstream Escrow LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.750% due 08/15/2028 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">720</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">765</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Wolverine Escrow LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.500% due 11/15/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,522</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,413</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.000% due 11/15/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,840</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Wynn Las Vegas LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.250% due 05/15/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">307</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Wynn Macau Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due 01/15/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">565</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;48,394</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>UTILITIES 5.4%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>AT&amp;T, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.850% due 06/01/2060 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">96</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>DTEK Finance PLC (1.500% Cash and 3.500%
PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.000% due 12/31/2027 (d)(m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">742</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">407</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Genesis Energy LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.000% due 01/15/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">857</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">884</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Odebrecht Drilling Norbe Ltd. (6.350% Cash and 1.000%
PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.350% due 12/01/2026 ^(d)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">496</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">274</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Odebrecht Offshore Drilling Finance Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.720% due 12/01/2022 ^(m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">309</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">305</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT 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-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.720% due 12/01/2026 ^(d)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">749</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Pacific Gas&nbsp;&amp; Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.950% due 12/01/2047 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">96</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.300% due 03/15/2045 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">827</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">838</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.450% due 04/15/2042 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.500% due 07/01/2040 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">626</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.750% due 02/15/2044 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,391</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,446</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.950% due 07/01/2050 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">182</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">198</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Rio Oil Finance Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.250% due 07/06/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">881</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">949</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Transocean Poseidon Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.875% due 02/01/2027</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,328</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Corporate Bonds&nbsp;&amp; Notes (Cost
$69,292)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;69,189</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>CONVERTIBLE BONDS&nbsp;&amp; NOTES 1.7%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>BANKING&nbsp;&amp; FINANCE 0.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>CBL&nbsp;&amp; Associates HoldCo LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.000% due 11/15/2028</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">39</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Corestate Capital Holding S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.375% due 11/28/2022</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">175</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>INDUSTRIALS 1.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>DISH Network Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.375% due 08/15/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">569</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Royal Caribbean Cruises Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.250% due 06/15/2023</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,278</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,847</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Convertible Bonds&nbsp;&amp; Notes (Cost
$1,745)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>2,022</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>MUNICIPAL BONDS&nbsp;&amp; NOTES 2.7%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>ILLINOIS 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Chicago, Illinois General Obligation Bonds, Series
2015</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.750% due 01/01/2042</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>PUERTO RICO 1.8%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Commonwealth of Puerto Rico General Obligation Bonds, Series
2014</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.000% due 07/01/2035 ^(e)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">


<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 ; font-family:ARIAL; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; "><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; "><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>WEST VIRGINIA 0.9%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Tobacco Settlement Finance Authority, West Virginia Revenue
Bonds, Series 2007</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 06/01/2047 (h)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">980</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Municipal Bonds&nbsp;&amp; Notes (Cost
$2,667)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>3,130</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>U.S. GOVERNMENT AGENCIES 37.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Fannie Mae</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.000% due 04/25/2050 (a)(m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">13,482</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,926</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.853% due 07/25/2029 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">242</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.898% due 11/25/2049 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.948% due 03/25/2037 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">169</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.048% due 11/25/2039 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">151</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.198% due 01/25/2038 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">219</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.278% due 03/25/2037 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.298% due 12/25/2037 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">216</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.308% due 06/25/2037 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">87</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.348% due 04/25/2037 &#149;(a)(m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">472</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">86</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.498% due 11/25/2035 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">47</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.698% due 11/25/2036 &#149;(a)(m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">870</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">173</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.000% due 12/25/2023</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.098% due 02/25/2037 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">166</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.500% due 06/01/2032</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.800% due 06/25/2026 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.402% due 06/25/2044 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">241</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.698% due 12/25/2042 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">43</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">14.057% due 08/25/2022 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Freddie Mac</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 02/25/2046 (b)(h)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">235</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">198</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.100% due 02/25/2046 (a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">235</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.700% due 11/25/2055 &laquo;~(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,581</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">436</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.253% due 10/25/2029 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">273</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.048% due 05/25/2050 &#149;(a)(m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,456</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.330% due 03/15/2037 &#149;(a)(m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">373</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">65</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.460% due 09/15/2036 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">207</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.470% due 09/15/2036 &#149;(a)(m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">441</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.000% due 08/15/2023</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Ginnie Mae</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.996% due 12/20/2048 &#149;(a)(m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,279</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">196</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Ginnie Mae, TBA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.500% due 02/01/2052</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">832</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.500% due 02/01/2052</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,901</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Uniform Mortgage-Backed Security</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.500% due 03/01/2048 - 04/01/2048</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">491</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">519</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Uniform Mortgage-Backed Security, TBA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.500% due 03/01/2052</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.500% due 03/01/2052</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">32,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">33,595</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.500% due 01/01/2052</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,143</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total U.S. Government Agencies
(Cost&nbsp;$43,732)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;43,953</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B><FONT STYLE="white-space:nowrap">NON-AGENCY</FONT> MORTGAGE-BACKED SECURITIES 15.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Banc of America Funding Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.001% due 12/20/2034 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">242</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">164</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.371% due 03/20/2036 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.846% due 01/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Banc of America Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due 07/25/2046 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Bear Stearns Adjustable Rate Mortgage
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.004% due 07/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">90</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">88</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Bear Stearns <FONT STYLE="white-space:nowrap">ALT-A</FONT>
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.785% due 11/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">76</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">66</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.868% due 09/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">72</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.126% due 04/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">94</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">89</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Bear Stearns Commercial Mortgage Securities
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.241% due 02/11/2041 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">160</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">159</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Bear Stearns Structured Products, Inc.
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.511% due 12/26/2046 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">168</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.697% due 01/26/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">373</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">314</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>CBA Commercial Small Balance Commercial
Mortgage</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.040% due 01/25/2039 ^&thorn;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">147</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">141</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>CD Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.688% due 10/15/2048</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">72</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

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

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

<TD VALIGN="bottom"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="92%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>40</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">See&nbsp;Accompanying&nbsp;Notes</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="94%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD 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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Chevy Chase Funding LLC
Mortgage-Backed&nbsp;Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.402% due 08/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">43</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">43</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.782% due 10/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Citigroup Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.512% due 12/10/2049 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">577</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Citigroup Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.425% due 03/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.692% due 11/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,181</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">780</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Commercial Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.956% due 12/10/2049 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">391</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">68</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Connecticut Avenue Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.150% due 10/25/2041 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">911</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Countrywide Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.452% due 05/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,251</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">340</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.582% due 12/25/2046 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.762% due 10/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">501</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">401</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.696% due 10/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">87</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">82</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.130% due 02/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">85</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">85</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due 08/25/2034</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">210</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due 02/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.250% due 09/25/2034</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due 08/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">518</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.048% due 07/25/2036 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">828</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">19.520% due 07/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">491</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">555</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Countrywide Home Loan Mortgage Pass-Through
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.582% due 03/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.882% due 02/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">54</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.165% due 10/20/2035 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.627% due 10/20/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">47</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.972% due 10/20/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">81</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.008% due 08/25/2034 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.306% due 03/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">247</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">226</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due 08/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Credit Suisse Mortgage Capital Mortgage-Backed
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due 11/25/2036</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">118</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>DBUBS Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.652% due 11/10/2046</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">369</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Extended Stay America Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.810% due 07/15/2038 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">995</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">998</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>First Horizon Alternative Mortgage Securities
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.652% due 11/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">182</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>First Horizon Mortgage Pass-Through Trust</B></FONT></P></TD>

<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.918% due 01/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">243</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">188</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Freddie Mac</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.550% due 10/25/2041 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;1,251</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>GSR Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.903% due 04/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">118</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>HarborView Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.704% due 04/19/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.254% due 11/19/2034 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">82</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">84</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.548% due 08/19/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.598% due 02/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>HSI Asset Loan Obligation Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.726% due 01/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">121</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>IndyMac INDX Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.372% due 06/25/2037 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">574</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">763</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.662% due 03/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.775% due 06/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">328</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">344</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>JP Morgan Chase Commercial Mortgage
Securities&nbsp;Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.868% due 01/12/2038 ~(m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">723</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">731</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>JP Morgan Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.847% due 04/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">268</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">247</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due 01/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due 06/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>MASTR Adjustable Rate Mortgages Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.616% due 11/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">368</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">266</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.932% due 10/25/2034 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Merrill Lynch Alternative Note Asset
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.242% due 01/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">675</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">281</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Opteum Mortgage Acceptance Corp. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.642% due 07/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">184</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">87</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>RBSSP Resecuritization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.000% due 09/26/2036 ~(m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,055</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">942</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Residential Accredit Loans, Inc. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.179% due 12/26/2034 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">77</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">75</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.341% due 01/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">406</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">362</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due 09/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">276</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">141</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due 08/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Residential Asset Mortgage Products Trust</B></FONT></P></TD>

<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.500% due 12/25/2031</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Structured Adjustable Rate Mortgage Loan
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.482% due 05/25/2035 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">879</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">738</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.908% due 04/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.911% due 01/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">171</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.985% due 09/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.098% due 09/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">165</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Structured Asset Mortgage Investments
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.562% due 02/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">281</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">271</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.662% due 02/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">189</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">182</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>SunTrust Adjustable Rate Mortgage Loan
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.380% due 01/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">42</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Tharaldson Hotel Portfolio Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.584% due 11/11/2034 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,205</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,178</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>WaMu Mortgage Pass-Through Certificates
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.991% due 12/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">205</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.109% due 07/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">54</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT 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-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.244% due 12/15/2046 ~(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">30,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">164</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total <FONT STYLE="white-space:nowrap">Non-Agency</FONT>
Mortgage-Backed Securities (Cost&nbsp;$16,498)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;17,749</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>ASSET-BACKED SECURITIES 10.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Adagio CLO DAC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 04/30/2031 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">165</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Apidos CLO</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 07/22/2026 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Avoca CLO DAC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 07/15/2032 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">837</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Bear Stearns Asset-Backed Securities
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due 08/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">521</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">286</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">23.155% due 03/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,632</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,354</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Belle Haven ABS CDO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.383% due 07/05/2046 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">34,966</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">67</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Bombardier Capital Mortgage Securitization
Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.830% due 06/15/2030 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,421</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>California Republic Auto Receivables
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 04/15/2025 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,544</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Carlyle Global Market Strategies CLO Ltd.</B></FONT></P></TD>

<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 04/17/2031 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">805</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Carlyle Global Market Strategies Euro CLO
DAC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 04/15/2027 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">468</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 01/25/2032 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">198</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Carlyle U.S. CLO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 10/15/2031 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">382</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Carrington Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.252% due 08/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Citigroup Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.262% due 01/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Conseco Finance Securitizations Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.960% due 05/01/2031</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">372</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">145</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Countrywide Asset-Backed Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.202% due 09/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Flagship Credit Auto Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 05/15/2025 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">75</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Lehman XS Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.468% due 05/25/2037 ^&thorn;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">47</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Marlette Funding Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 12/15/2028 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">180</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 04/16/2029 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 07/16/2029 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">210</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Morgan Stanley ABS Capital, Inc. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.162% due 05/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">61</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>SMB Private Education Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 09/18/2046 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 10/15/2048 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">584</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Soundview Home Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.162% due 11/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">166</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">67</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>South Coast Funding Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.454% due 01/06/2041 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,698</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,924</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Structured Asset Securities Corp. Mortgage Loan
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.552% due 06/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Symphony CLO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.727% due 07/14/2026 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Washington Mutual Asset-Backed Certificates
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.162% due 10/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">88</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Asset-Backed Securities (Cost $21,445)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;11,947</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>SOVEREIGN ISSUES 3.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Argentina Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.500% due 07/09/2030 &thorn;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">535</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">172</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.000% due 07/09/2029</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.125% due 07/09/2035 &thorn;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">573</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">176</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.000% due 01/09/2038 &thorn;(m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,597</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">614</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.500% due 07/09/2041 &thorn;(m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">905</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">15.500% due 10/17/2026</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,480</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">34.191% (BADLARPP) due&nbsp;10/04/2022 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">132</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Argentina Treasury Bond BONCER</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.400% due 03/25/2023 (i)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,522</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Autonomous City of Buenos Aires</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">37.958% (BADLARPP &#043; 3.750%) due 02/22/2028 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">449</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Egypt Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.375% due 04/11/2031</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">631</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Hellenic Republic Government Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.000% due 04/22/2027</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">73</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">89</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Provincia de Buenos Aires</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">37.922% due 04/12/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">71,001</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">312</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">37.922% due 04/12/2025</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,630</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Republic of Greece Government International
Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.900% due 01/30/2033</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">234</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.000% due 01/30/2037</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">202</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.200% due 01/30/2042</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">159</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">275</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>South Africa Government International
Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due 09/30/2049 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">193</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Ukraine Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.375% due 01/27/2030</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">89</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">82</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Venezuela Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.250% due 10/13/2024 ^(e)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.250% due 09/15/2027 ^(e)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Sovereign Issues (Cost $4,986)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>3,457</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>SHARES</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>COMMON STOCKS 1.7%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>COMMUNICATION SERVICES 0.9%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Clear Channel Outdoor Holdings, Inc. (f)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">97,913</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">324</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>iHeartMedia, Inc. &#145;A&#146; (f)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">22,927</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">482</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>iHeartMedia, Inc. &#145;B&#146; &laquo;(f)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17,837</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">338</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>ENERGY 0.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Axis Energy Services &#145;A&#146; &laquo;(l)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">514</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Noble Corp. (f)(l)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,943</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">98</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Valaris Ltd. (f)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>INDUSTRIALS 0.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Neiman Marcus Group Ltd.
LLC&nbsp;&laquo;(l)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">516</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">75</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Noble Corp.</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">317</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Sierra Hamilton Holder LLC &laquo;(l)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100,456</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Voyager Aviation Holdings &laquo;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">377</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE> </div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD WIDTH="87%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" NOWRAP>See Accompanying Notes</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>41</B></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="87%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Schedule&nbsp;of&nbsp;Investments</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt" COLOR="#7f7f7f"><B>PIMCO&nbsp;Global&nbsp;StocksPLUS<SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP><SUP
STYLE="font-size:85%; vertical-align:top">&nbsp;</SUP>&amp;&nbsp;Income&nbsp;Fund</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR></TABLE>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<TR>

<TD WIDTH="65%"></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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>SHARES</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Westmoreland Mining Holdings LLC &laquo;(l)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>MATERIALS 0.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Associated Materials Group, Inc.&nbsp;&laquo;(l)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100,208</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Common Stocks (Cost $2,555)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;2,040</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>WARRANTS 1.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>INDUSTRIALS 0.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Sequa Corp. - Exp. 04/28/2024 &laquo;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">121,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>INFORMATION TECHNOLOGY 1.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Windstream Holdings LLC - Exp.&nbsp;09/21/2055 &laquo;</B></FONT></P></TD>

<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">52,536</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,302</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Warrants (Cost $403)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>1,385</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>PREFERRED SECURITIES 8.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>BANKING&nbsp;&amp; FINANCE 4.4%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>AGFC Capital Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.874% (US0003M &#043; 1.750%) due&nbsp;01/15/2067 ~(m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,000,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">579</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>SHARES</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Charles Schwab Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.000% due 12/01/2030 &#149;(j)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">202</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>OCP CLO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 04/26/2028 (h)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,078</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Stichting AK Rabobank Certificaten</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due 12/29/2049 &thorn;(j)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,124,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,337</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,196</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>INDUSTRIALS 4.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>General Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.533% (US0003M &#043; 3.330%) due&nbsp;03/15/2022 ~(j)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">28,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Sequa Corp. (15.000% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">15.000% &laquo;(d)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,601</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,290</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Voyager Aviation Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.500% &laquo;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">701</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Preferred Securities (Cost $7,942)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;10,215</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>REAL ESTATE INVESTMENT TRUSTS 0.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>REAL ESTATE 0.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Uniti Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">44,060</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">617</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Real Estate Investment Trusts
(Cost&nbsp;$279)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>617</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">


<TR>

<TD WIDTH="59%"></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 ; font-family:ARIAL; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; "><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; "><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>SHORT-TERM INSTRUMENTS 18.7%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>U.S. TREASURY BILLS 12.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.047% due 02/10/2022 - 04/21/2022 (g)(h)(o)(q)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">14,917</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">14,915</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>U.S. TREASURY CASH MANAGEMENT BILLS 6.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.064% due 03/08/2022 - 04/26/2022 (g)(h)(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7,199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>Total Short-Term Instruments<BR>(Cost $22,114)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>22,114</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>Total Investments in Securities<BR>(Cost $225,151)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>218,168</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></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></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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top" COLSPAN="6"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>Total Investments 184.6%<BR>(Cost $225,151)</B></FONT></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>218,168</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD 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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Financial Derivative<BR>Instruments (n)(p) 0.8%</B></FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>(Cost or Premiums, net $(1,379))</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>995</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>Other Assets and Liabilities, net (85.4)%</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;(100,959</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top" COLSPAN="6"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>Net Assets 100.0%</B></FONT></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>118,204</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> </div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>
 <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>NOTES TO SCHEDULE OF INVESTMENTS: </B></P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>*</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>A zero balance may reflect actual amounts rounding to less than one thousand.
</B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>^</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Security is in default. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>&laquo;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Security valued using significant unobservable inputs (Level 3).
</B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>&micro;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>~</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 description. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>&#149;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 description. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>&thorn;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 end. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(a)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Security is an Interest Only (&#147;IO&#148;) or IO Strip.
</B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(b)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Principal only security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(c)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>When-issued security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(d)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Payment <FONT STYLE="white-space:nowrap">in-kind</FONT> security.
</B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(e)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Security is not accruing income as of the date of this report.
</B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(f)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Security did not produce income within the last twelve months.
</B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(g)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Coupon represents&nbsp;a weighted average&nbsp;yield to maturity.
</B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(h)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Zero coupon security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(i)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Principal amount of security is adjusted for inflation. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(j)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Perpetual maturity; date shown, if applicable, represents next contractual call date.
</B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(k)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Contingent convertible security. </B></FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>(l)&nbsp;&nbsp;RESTRICTED SECURITIES: </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<TR>

<TD WIDTH="58%"></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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Issuer Description</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Acquisition<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Cost</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>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">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Associated Materials Group, Inc.</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/24/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">637</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.59</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">%&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Axis Energy Services &#145;A&#146;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/01/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.01</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Neiman Marcus Group Ltd. LLC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/25/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">75</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.06</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Noble Corp.</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><FONT STYLE="white-space:nowrap">02/05/2021&nbsp;-&nbsp;02/27/2021</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">98</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.08</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Oracle Corp. 4.100% due 03/25/2061</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/02/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">114</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.09</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pinnacol Assurance 8.625% due 06/25/2034</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/23/2014</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,454</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

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

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

<TD VALIGN="bottom"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="92%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>42</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">See&nbsp;Accompanying&nbsp;Notes</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="94%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD 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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">


<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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Issuer Description</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Acquisition<BR>Date</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Cost</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Market<BR>Value</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Market&nbsp;Value<BR>as&nbsp;Percentage<BR>of&nbsp;Net&nbsp;Assets</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Sierra Hamilton Holder LLC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/31/2017</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">%&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Westmoreland Mining Holdings LLC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">12/08/2014&nbsp;-&nbsp;08/05/2016</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">370</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD COLSPAN="4" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,306</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,439</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.06</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>BORROWINGS AND OTHER FINANCING
TRANSACTIONS </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>REVERSE REPURCHASE AGREEMENTS: </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<TR>

<TD WIDTH="33%"></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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Borrowing<BR>Rate<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Amount<BR>Borrowed<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Payable for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(0.400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/26/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/21/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(967</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/06/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/05/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(168</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(168</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.490</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/12/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/15/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,963</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,967</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.490</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/20/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/22/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(87</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(87</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/20/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/20/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(831</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(833</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/21/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/21/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,013</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,016</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/22/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/10/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(741</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(742</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/14/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">04/18/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,179</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,180</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.530</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11/22/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/24/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(975</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(976</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.870</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/02/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,487</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,488</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/21/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(637</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(724</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/10/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/10/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.763</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/10/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(808</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(811</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.825</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/02/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,242</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,243</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">CDC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.230</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11/05/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(341</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(341</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.230</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11/10/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(584</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(584</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/20/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/27/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,944</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,946</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11/05/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,337</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,338</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11/26/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(388</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(388</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/19/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,562</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,564</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.490</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/07/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">04/07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,094</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,095</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">CEW</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/22/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/21/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(976</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(978</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/05/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(380</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(381</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">CIB</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.570</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/13/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/18/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.580</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/01/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(541</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(541</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">IND</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/03/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,044</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,046</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/12/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">04/12/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(912</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(913</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">JML</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/02/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(497</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(567</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/26/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(98</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/02/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(494</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(563</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/02/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(164</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(187</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/02/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/02/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/10/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(202</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(231</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(0.400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/21/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(554</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(631</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(0.400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/26/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(261</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(297</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(0.400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/02/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/10/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(386</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(439</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/14/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/17/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(0.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/02/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/10/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(88</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/13/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(787</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(787</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/07/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/19/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(341</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(341</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/02/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/10/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(922</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,249</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/15/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/13/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(792</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(793</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">NOM</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.380</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/04/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,214</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/25/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,448</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11/16/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/19/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(943</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(943</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11/26/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/19/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/25/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(547</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(548</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">RDR</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/22/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/20/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/24/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/20/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/28/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/20/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,301</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,302</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/01/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/20/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(103</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(103</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">SOG</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11/19/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11/16/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,407</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,408</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,221</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,221</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.470</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11/26/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/13/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(386</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(386</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/16/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/14/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(490</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(491</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/30/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/14/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(66</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(66</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD WIDTH="87%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" NOWRAP>See Accompanying Notes</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>43</B></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="87%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Schedule&nbsp;of&nbsp;Investments</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt" COLOR="#7f7f7f"><B>PIMCO&nbsp;Global&nbsp;StocksPLUS<SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP><SUP
STYLE="font-size:85%; vertical-align:top">&nbsp;</SUP>&amp;&nbsp;Income&nbsp;Fund</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">


<TR>

<TD WIDTH="33%"></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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Counterparty</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Borrowing<BR>Rate<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Settlement<BR>Date</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Maturity<BR>Date</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Amount<BR>Borrowed<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Payable for<BR>Reverse<BR>Repurchase<BR>Agreements</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/16/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/16/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,258</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/30/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,795</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,797</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/19/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/19/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(721</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(722</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/20/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/19/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">TDM</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/27/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(912</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(912</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">UBS</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/04/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(203</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(203</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/28/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(207</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(207</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/05/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,290</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,292</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/28/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,038</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,040</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/23/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/01/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(343</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(343</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/13/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/14/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,488</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,490</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/14/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/14/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(844</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(845</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/04/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/05/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,965</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,967</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/30/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/28/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(590</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(590</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.490</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/22/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,440</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,441</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/14/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/12/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(167</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(168</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="4"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Reverse Repurchase Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(59,833</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>SHORT SALES: </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt" ALIGN="center">


<TR>

<TD WIDTH="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="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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Description</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Coupon</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Principal<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Proceeds</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Payable&nbsp;for<BR>Short&nbsp;Sales</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="20"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">U.S. Government Agencies (2.3)%</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Uniform Mortgage-Backed Security, TBA</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/01/2052</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(798</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(796</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Uniform Mortgage-Backed Security, TBA</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/01/2052</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,934</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,928</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Short Sales (2.3)%</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(2,732</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(2,724</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>BORROWINGS AND OTHER FINANCING
TRANSACTIONS SUMMARY </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT 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 December&nbsp;31, 2021: </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt" ALIGN="center">


<TR>

<TD WIDTH="44%"></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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Repurchase<BR>Agreement<BR>Proceeds<BR>to be<BR>Received</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Payable for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Payable for<BR><FONT STYLE="white-space:nowrap">Sale-Buyback</FONT><BR>Transactions</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Total<BR>Borrowings&nbsp;and<BR>Other&nbsp;Financing<BR>Transactions</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Collateral<BR>Pledged/(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Net&nbsp;Exposure<SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Global/Master Repurchase Agreement</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(9,424</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(9,424</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;11,343</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,919</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,011</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,011</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,772</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">761</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">CDC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(7,451</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(7,451</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8,126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">675</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">CEW</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,359</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,359</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,615</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">256</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">CIB</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,654</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,654</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,997</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">343</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">IND</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,959</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,959</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,222</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">263</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">JML</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6,526</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6,526</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7,202</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">676</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">NOM</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,289</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,289</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,529</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">RDR</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,718</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,718</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,766</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">SOG</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(7,621</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(7,621</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8,965</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,344</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">TDM</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(912</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(912</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">963</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">UBS</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(11,909</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(11,909</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">14,061</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,152</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Borrowings and Other Financing Transactions</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(59,833</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></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="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD 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:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>CERTAIN TRANSFERS ACCOUNTED FOR AS
SECURED BORROWINGS </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><B>Remaining Contractual Maturity of the Agreements </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt" ALIGN="center">


<TR>

<TD WIDTH="56%"></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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Overnight&nbsp;and<BR>Continuous</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Up&nbsp;to&nbsp;30&nbsp;days</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B><FONT STYLE="white-space:nowrap">31-90&nbsp;days</FONT></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Greater&nbsp;Than&nbsp;90&nbsp;days</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="20"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Reverse Repurchase Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Corporate Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(18,748</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(8,643</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"> (22,901</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(50,292</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Convertible Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(548</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(548</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">U.S. Government Agencies</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,654</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,654</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed
Securities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(811</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,731</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,542</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Sovereign Issues</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(165</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,294</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Preferred Securities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(503</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(503</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Borrowings</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(23,342</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(12,539</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(23,952</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(59,833</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Payable for reverse repurchase agreements<SUP
STYLE="font-size:85%; vertical-align:top"> </SUP></B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B> (59,833</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">

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<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">

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<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>44</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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 WIDTH="94%"></TD>

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<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(m)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Securities with an aggregate market value of $68,393 and cash of $192 have been pledged as
collateral under the terms of the above master agreements as of December&nbsp;31, 2021. </B></FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">The average amount of borrowings outstanding during the period ended December 31, 2021 was
$(58,221) at a weighted average interest rate of 0.391%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">Open maturity reverse repurchase agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 information. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>(n)&nbsp;&nbsp;FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>PURCHASED OPTIONS: </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


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<TD></TD>
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<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>
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<TD VALIGN="bottom"></TD>
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<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Description</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Strike<BR>Price</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Expiration<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B># of<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Notional<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Cost</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Put - CME <FONT STYLE="white-space:nowrap">E-mini</FONT> S&amp;P 500
January&nbsp;2021 Futures</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;4,450.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/21/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">232</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">528</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Purchased Options</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;528</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;119</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>WRITTEN OPTIONS: </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<TR>

<TD WIDTH="45%"></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="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"></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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Description</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Strike<BR>Price</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Expiration<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B># of<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Notional<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Premiums<BR>(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Call - CME E-mini S&amp;P 500 January 2021 Futures</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;4,680.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/21/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">232</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,035</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,305</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Written Options</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,035</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,305</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>FUTURES CONTRACTS: </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>LONG FUTURES CONTRACTS </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">


<TR>

<TD WIDTH="63%"></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="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="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Description</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Expiration<BR>Month</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B># of<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Notional<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Variation&nbsp;Margin</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">E-mini</FONT> S&amp;P 500 Index March Futures<SUP
STYLE="font-size:85%; vertical-align:top"> </SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">248</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;59,005</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(169</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Futures Contracts</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1,023</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(169</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>SWAP AGREEMENTS: </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION<SUP
STYLE="font-size:85%; vertical-align:top">(1)</SUP> </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<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 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>

<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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Reference&nbsp;Entity</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Fixed<BR>Receive&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Implied<BR>Credit&nbsp;Spread at<BR>December&nbsp;31,&nbsp;2021<SUP
STYLE="font-size:85%; vertical-align:top">(2)</SUP></B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Notional<BR>Amount<SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP></B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Market<BR>Value<SUP STYLE="font-size:85%; vertical-align:top">(4)</SUP></B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Variation&nbsp;Margin</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Jaguar Land Rover Automotive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Quarterly</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/20/2026</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3.521</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">79</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Jaguar Land Rover Automotive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Quarterly</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/20/2026</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3.685</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Rolls-Royce PLC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Quarterly</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/20/2025</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.481</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(214</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">191</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Rolls-Royce PLC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Quarterly</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/20/2026</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.612</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">63</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(39</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD COLSPAN="4" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
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<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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;257</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>INTEREST RATE SWAPS </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt" ALIGN="center">


<TR>

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

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

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

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

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

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

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Pay/Receive <BR>Floating Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Floating&nbsp;Rate&nbsp;Index</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Fixed&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Notional<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Variation&nbsp;Margin</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive<SUP STYLE="font-size:85%; vertical-align:top">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/16/2052</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive<SUP STYLE="font-size:85%; vertical-align:top">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">1-Day&nbsp;
USD-Federal</FONT></FONT> Funds Rate <FONT STYLE="white-space:nowrap">Compounded-OIS</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/13/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">1-Year</FONT>
<FONT STYLE="white-space:nowrap">BRL-CDI</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3.700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Maturity</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">35,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">1-Year</FONT>
<FONT STYLE="white-space:nowrap">BRL-CDI</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3.978</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Maturity</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">1-Year</FONT>
<FONT STYLE="white-space:nowrap">BRL-CDI</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4.040</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Maturity</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">1-Year</FONT>
<FONT STYLE="white-space:nowrap">BRL-CDI</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6.170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Maturity</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/02/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">19,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(140</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT> <FONT
STYLE="white-space:nowrap">CAD-Bank</FONT> Bill</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/19/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">CAD</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">369</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">158</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT> <FONT
STYLE="white-space:nowrap">CAD-Bank</FONT> Bill</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/20/2044</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(285</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(314</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT> <FONT
STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/16/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">59</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT> <FONT
STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><FONT STYLE="white-space:nowrap">Semi-Annual</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/19/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(73</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(212</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD WIDTH="87%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" NOWRAP>See Accompanying Notes</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>45</B></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="87%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Schedule&nbsp;of&nbsp;Investments</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt" COLOR="#7f7f7f"><B>PIMCO&nbsp;Global&nbsp;StocksPLUS<SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP><SUP
STYLE="font-size:85%; vertical-align:top">&nbsp;</SUP>&amp;&nbsp;Income&nbsp;Fund</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" ALIGN="center">


<TR>

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

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

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

<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Pay/Receive <BR>Floating Rate</B></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Floating&nbsp;Rate&nbsp;Index</B></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Fixed&nbsp;Rate</B></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Payment<BR>Frequency</B></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Maturity<BR>Date</B></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Notional<BR>Amount</B></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Premiums<BR>Paid/(Received)</B></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Market<BR>Value</B></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Variation&nbsp;Margin</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Asset</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Liability</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT> <FONT
STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/15/2028</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT> <FONT
STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/15/2030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT> <FONT
STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/12/2030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT> <FONT
STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/10/2030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT> <FONT
STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/16/2030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT> <FONT
STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/16/2031</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,229</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT> <FONT
STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">Semi-Annual</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/19/2048</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,615</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,598</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">6-Month</FONT> <FONT
STYLE="white-space:nowrap">EUR-EURIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/26/2029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">34,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,675</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,710</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">6-Month</FONT> <FONT
STYLE="white-space:nowrap">EUR-EURIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/18/2030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">44</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">6-Month</FONT> <FONT
STYLE="white-space:nowrap">EUR-EURIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/17/2030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(132</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">151</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive<SUP STYLE="font-size:85%; vertical-align:top">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">6-Month</FONT> <FONT
STYLE="white-space:nowrap">EUR-EURIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/16/2032</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">6-Month</FONT> <FONT
STYLE="white-space:nowrap">EUR-EURIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/19/2049</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(2,080</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(2,043</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">6-Month</FONT> <FONT
STYLE="white-space:nowrap">EUR-EURIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/18/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(77</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">6-Month</FONT> <FONT
STYLE="white-space:nowrap">EUR-EURIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/17/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">171</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(166</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">28-Day</FONT>
<FONT STYLE="white-space:nowrap">MXN-TIIE</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Lunar</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/27/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">MXN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">21,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">28-Day</FONT>
<FONT STYLE="white-space:nowrap">MXN-TIIE</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Lunar</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/03/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD COLSPAN="15" VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(231</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">642</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">411</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(68</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD COLSPAN="15" VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="15"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Swap Agreements</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(451</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>899</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;448</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;48</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(68</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD COLSPAN="15" VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>FINANCIAL DERIVATIVE INSTRUMENTS:
EXCHANGE-TRADED OR CENTRALLY CLEARED SUMMARY </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT 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 December&nbsp;31, 2021: </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt" ALIGN="center">


<TR>

<TD WIDTH="51%"></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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="border-bottom:1.00px solid #000000"><FONT STYLE="font-family:Arial Narrow; font-size:7pt"><B>Financial Derivative Assets</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="border-bottom:1.00px solid #000000"><FONT STYLE="font-family:Arial Narrow; font-size:7pt"><B>Financial Derivative Liabilities</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="border-bottom:1.00px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Market&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1.00px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Variation Margin<BR>Asset</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Total</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="border-bottom:1.00px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Market&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1.00px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Variation Margin<BR>Liability</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Total</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Purchased<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Futures</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Written<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Futures</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Exchange-Traded or Centrally Cleared</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;119</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;48</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;167</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,305)</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>(169)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(68)</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,542)</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(o)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Securities with an aggregate market value of $2,175 and cash of $4,338 have been pledged
as collateral for exchange-traded and centrally cleared financial derivative instruments as of December&nbsp;31, 2021. 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:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 index. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(4)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(5)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 information. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>(p)&nbsp;&nbsp;FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>FORWARD FOREIGN CURRENCY CONTRACTS: </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<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="4%"></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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Settlement<BR>Month</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Currency to<BR>be Delivered</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Currency to<BR>be Received</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Unrealized&nbsp;Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BOA</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">CNY</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">117</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">MXN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">334</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,819</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">68</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">INR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">MXN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">334</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">205</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">MXN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,262</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">54</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">82</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">332</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">ZAR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

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

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

<TD VALIGN="bottom"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="92%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>46</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">See&nbsp;Accompanying&nbsp;Notes</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="94%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD 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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">


<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="4%"></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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Counterparty</B></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Settlement<BR>Month</B></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Currency to<BR>be Delivered</B></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Currency to<BR>be Received</B></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Unrealized&nbsp;Appreciation/<BR>(Depreciation)</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Asset</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Liability</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">CAD</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">329</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">258</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,474</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">MXN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">334</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,942</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">122</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">92</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">145</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">IDR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,095,108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">39</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,877</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">INR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,057</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">517</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">NOK</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,505</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">05/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">ZAR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">103</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">279</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">125</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">509</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">ZAR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">315</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">CBK</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,823</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,402</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">CLP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,589</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,251</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">307</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,392</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,823</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">354</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,441</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">67</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,958</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">CLP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,589</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">174</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,125</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">05/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">90</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">367</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,251</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">DUB</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">INR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,587</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">180</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,359</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">FBF</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,823</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,375</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,402</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,823</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,366</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,823</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">GLM</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,228</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">921</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">44</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">181</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">292</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">21,236</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,379</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">203</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">MXN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,223</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,678</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">ZAR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">114</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">HUS</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">59</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">79</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">330</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">IDR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,795,529</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">JPY</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,583</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">93</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">192</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,887</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,933</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">JPM</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">CNY</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,768</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">IDR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">404,973</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">274</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">INR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20,739</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">MYI</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">76</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">IDR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,103,237</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">RBC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">CAD</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">39</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">JPY</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">SCX</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,908</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,169</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">CLP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,589</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">547</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">CNY</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,499</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,966</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,064</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,507</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">TOR</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">641</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">MXN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,584</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">UAG</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">65</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,688</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,196</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">ZAR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">253</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Forward Foreign Currency Contracts</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;127</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(253</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">

<TR>

<TD WIDTH="87%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow; ">See Accompanying Notes</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>SEMIANNUAL&nbsp;REPORT</B></FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center"><FONT STYLE="font-family:Arial Narrow; ">&#124;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">DECEMBER&nbsp;31,&nbsp;2021</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>47</B></FONT></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">

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<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="87%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Schedule&nbsp;of&nbsp;Investments</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt" COLOR="#7f7f7f"><B>PIMCO&nbsp;Global&nbsp;StocksPLUS<SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP><SUP
STYLE="font-size:85%; vertical-align:top">&nbsp;</SUP>&amp;&nbsp;Income&nbsp;Fund</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>SWAP AGREEMENTS: </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>CREDIT DEFAULT SWAPS ON ASSET-BACKED SECURITIES - SELL PROTECTION<SUP
STYLE="font-size:85%; vertical-align:top">(1)</SUP> </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
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<TD WIDTH="43%"></TD>

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<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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow"><B>Reference Obligation</B></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Fixed<BR>Receive&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Notional<BR>Amount<SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Premiums<BR>Paid/(Received)</B></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Swap&nbsp;Agreements,<BR>at Value<SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">BOA</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Long Beach Mortgage Loan Trust
7.654%&nbsp;due&nbsp;07/25/2033</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6.250%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Monthly</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/25/2033</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>CREDIT DEFAULT SWAPS ON CREDIT INDICES -
SELL PROTECTION<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP> </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow"><B>Index/Tranches</B></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Fixed<BR>Receive&nbsp;Rate</B></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow"><B>Payment<BR>Frequency</B></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Maturity<BR>Date</B></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Notional<BR>Amount<SUP
STYLE="font-size:85%; vertical-align:top">(2)</SUP></B></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Premiums<BR>Paid/(Received)</B></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Swap&nbsp;Agreements,<BR>at Value<SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">GST</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">ABX.HE.AA.6-1</FONT> Index</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Monthly</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/25/2045</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,084</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">141</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">ABX.HE.PENAAA.7-1</FONT>
Index</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.090</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Monthly</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/25/2037</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">734</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">123</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<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>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(421</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;264</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(157</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD COLSPAN="3" VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>TOTAL RETURN SWAPS ON EQUITY INDICES
</B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<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="23%"></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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow"><B>Counterparty</B></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" NOWRAP STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow"><B>Pay/Receive<SUP STYLE="font-size:85%; vertical-align:top">(4)</SUP></B></P></TD>

<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Underlying&nbsp;Reference</B></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>#&nbsp;of&nbsp;Units</B></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow"><B>Financing Rate</B></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow"><B>Payment<BR>Frequency</B></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Maturity<BR>Date</B></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Notional<BR>Amount</B></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333">
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Premiums<BR>Paid/(Received)</B></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Swap&nbsp;Agreements,<BR>at Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">JPM</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">NDDUEAFE Index<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">688</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.023% <FONT STYLE="white-space:nowrap">(3-Month</FONT> <FONT
STYLE="white-space:nowrap">USD-LIBOR</FONT> less a specified spread)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Quarterly</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">05/11/2022</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,037</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">258</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">258</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">MYI</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">NDDUEAFE Index<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,089</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.078% <FONT STYLE="white-space:nowrap">(3-Month</FONT> <FONT
STYLE="white-space:nowrap">USD-LIBOR</FONT> less a specified spread)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Quarterly</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/01/2022</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7,972</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">407</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">407</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">NDDUEAFE Index<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,867</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.057% <FONT STYLE="white-space:nowrap">(1-Month</FONT> <FONT
STYLE="white-space:nowrap">USD-LIBOR</FONT> less a specified spread)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Maturity</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/12/2022</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">43,157</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,987</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,987</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="3" 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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,652</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,652</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="22"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Swap Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(421</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;2,917</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;2,653</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(157</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>FINANCIAL DERIVATIVE INSTRUMENTS: OVER
THE COUNTER SUMMARY </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">The following is a summary by
counterparty of the market value of OTC financial derivative instruments and collateral pledged/(received) as of December&nbsp;31, 2021: </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt" ALIGN="center">


<TR>

<TD WIDTH="37%"></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>
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<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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Financial Derivative Assets</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Financial Derivative Liabilities</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Forward<BR>Foreign<BR>Currency<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Purchased<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Total<BR>Over&nbsp;the<BR>Counter</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Forward<BR>Foreign<BR>Currency<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Written<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Total<BR>Over&nbsp;the<BR>Counter</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Net Market<BR>Value&nbsp;of&nbsp;OTC<BR>Derivatives</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Collateral<BR>Pledged/<BR>(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Net<BR>Exposure<SUP STYLE="font-size:85%; vertical-align:top">(5)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BOA</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
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<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BPS</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">13</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">13</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(44</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(44</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(31</FONT></TD>
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<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">CBK</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">28</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">28</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(13</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">15</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">15</FONT></TD>
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<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">DUB</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1</FONT></TD>
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<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">FBF</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(30</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(30</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2</FONT></TD>
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<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">GLM</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">22</FONT></TD>
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<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(13</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">GST</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(157</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(157</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(157</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">375</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">218</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">HUS</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">JPM</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">258</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">262</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">256</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">MYI</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,394</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,395</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,395</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(2,339</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">56</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">RBC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">SCX</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(122</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(122</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">TOR</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">UAG</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD 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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Over the Counter</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;127</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;2,653</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;2,780</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(253</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(157</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(410</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD 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:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(q)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Securities with an aggregate market value of $375 have been pledged as collateral for
financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of December&nbsp;31, 2021. </B></FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 index. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

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

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

<TD VALIGN="bottom"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="92%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>48</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">See&nbsp;Accompanying&nbsp;Notes</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="94%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD 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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(4)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 reference. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(5)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 information. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>FAIR VALUE OF FINANCIAL DERIVATIVE INSTRUMENTS </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT 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 and Other Risks, in the Notes to Financial Statements on risks of the Fund. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Fair Values of Financial Derivative Instruments on the Statements of Assets and Liabilities as of December&nbsp;31, 2021: </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="22" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Derivatives not accounted for as hedging instruments</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Commodity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Credit<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Equity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Foreign<BR>Exchange<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Interest<BR>Rate&nbsp;Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Financial Derivative Instruments - Assets</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Exchange-traded or centrally cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Purchased Options<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Swap Agreements<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">167</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Over the counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Forward Foreign Currency
Contracts<SUP STYLE="font-size:85%; vertical-align:top"> </SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Swap Agreements<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,652</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,653</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,652</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,780</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,771</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,947</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="25"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Financial Derivative Instruments -
Liabilities</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Exchange-traded or centrally cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Written Options<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,305</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,305</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Futures<SUP STYLE="font-size:85%; vertical-align:top"> </SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">169</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">169</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Swap Agreements<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">68</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">68</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,474</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">68</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,542</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Over the counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Forward Foreign Currency
Contracts<SUP STYLE="font-size:85%; vertical-align:top"> </SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">253</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">253</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Swap Agreements<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">157</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">157</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">157</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">253</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">410</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;157</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,474</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;253</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">68</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,952</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">The effect of Financial Derivative
Instruments on the Statements of Operations for the period ended December&nbsp;31, 2021: </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<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="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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="22" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Derivatives not accounted for as hedging instruments</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Commodity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Credit<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Equity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Foreign<BR>Exchange<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Interest<BR>Rate&nbsp;Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Net Realized Gain (Loss) on Financial Derivative
Instruments</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Exchange-traded or centrally cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Purchased Options<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,937</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,937</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Written Options<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,345</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,345</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Futures<SUP STYLE="font-size:85%; vertical-align:top"> </SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Swap Agreements<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(165</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,834</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(165</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,704</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Over the counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Forward Foreign Currency
Contracts<SUP STYLE="font-size:85%; vertical-align:top"> </SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">866</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">866</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Purchased Options<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Swap Agreements<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">75</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,429</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,504</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">75</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,429</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">866</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7,369</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;9,263</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;866</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(166</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;10,073</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">

<TR>

<TD WIDTH="87%"></TD>

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
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<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow; ">See Accompanying Notes</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>SEMIANNUAL&nbsp;REPORT</B></FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center"><FONT STYLE="font-family:Arial Narrow; ">&#124;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">DECEMBER&nbsp;31,&nbsp;2021</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>49</B></FONT></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

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<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">

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<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="87%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Schedule&nbsp;of&nbsp;Investments</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt" COLOR="#7f7f7f"><B>PIMCO&nbsp;Global&nbsp;StocksPLUS<SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP><SUP
STYLE="font-size:85%; vertical-align:top">&nbsp;</SUP>&amp;&nbsp;Income&nbsp;Fund</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">


<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="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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="22" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Derivatives not accounted for as hedging instruments</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Commodity<BR>Contracts</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Credit<BR>Contracts</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Equity<BR>Contracts</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Foreign<BR>Exchange<BR>Contracts</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Interest<BR>Rate&nbsp;Contracts</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Total</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Net Change in Unrealized Appreciation (Depreciation) on
Financial Derivative Instruments</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Exchange-traded or centrally cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Purchased Options<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Written Options<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">147</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">147</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Futures<SUP STYLE="font-size:85%; vertical-align:top"> </SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">267</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">267</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Swap Agreements<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(267</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">219</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(267</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Over the counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Forward Foreign Currency
Contracts<SUP STYLE="font-size:85%; vertical-align:top"> </SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Swap Agreements<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,666</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(4,911</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(267</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(5,609</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>FAIR VALUE MEASUREMENTS </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">The following is a summary of the fair valuations according to the
inputs used as of December&nbsp;31, 2021 in valuing the Fund&#146;s assets and liabilities: </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<TR>

<TD WIDTH="53%"></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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Category and Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Level&nbsp;1</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Level&nbsp;2</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Fair</B></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Value&nbsp;at<BR>12/31/2021</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Investments in Securities, at Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Loan Participations and Assignments</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">26,237</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">30,350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Corporate Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Banking&nbsp;&amp; Finance</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">13,013</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,454</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">14,467</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">44,085</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,309</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">48,394</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,328</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,328</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Convertible Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Banking&nbsp;&amp; Finance</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">175</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">175</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,847</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,847</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Municipal Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Illinois</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Puerto Rico</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">West Virginia</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">980</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">980</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">U.S. Government Agencies</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;43,517</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">436</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">43,953</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed
Securities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">17,749</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">17,749</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Asset-Backed Securities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8,835</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;3,112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;11,947</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Sovereign Issues</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Common Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Communication Services</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;806</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">338</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Energy</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">75</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Materials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Warrants</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Information Technology</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,302</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,302</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Preferred Securities</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Banking&nbsp;&amp; Finance</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,196</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,196</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,991</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Real Estate Investment Trusts</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Real Estate</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">617</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">617</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">


<TR>

<TD WIDTH="47%"></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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Category and Subcategory</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Level&nbsp;1</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Level&nbsp;2</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Level&nbsp;3</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Fair</B></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Value&nbsp;at<BR>12/31/2021</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Short-Term Instruments</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">U.S. Treasury Bills</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,915</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,915</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">U.S. Treasury Cash Management&nbsp;Bills</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Total Investments</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,529</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;195,719</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;20,920</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;218,168</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Short Sales, at Value - Liabilities</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">U.S. Government Agencies</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,724</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,724</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Financial Derivative Instruments - Assets</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">167</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Over the counter</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,780</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,780</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,828</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,947</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Financial Derivative Instruments -
Liabilities</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,474</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(68</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,542</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Over the counter</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(410</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(410</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,474</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(478</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,952</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Total Financial Derivative&nbsp;Instruments</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,355</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">995</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Totals</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">174</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">195,345</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20,920</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">216,439</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> </div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">The following is a
reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended December&nbsp;31, 2021: </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<TR>

<TD WIDTH="26%"></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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Category and Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Beginning<BR>Balance<BR>at&nbsp;06/30/2021</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Net<BR>Purchases</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Net<BR>Sales/<BR>Settlements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Accrued<BR>Discounts/<BR>(Premiums)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Realized<BR>Gain/(Loss)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Net Change
in<BR>Unrealized<BR>Appreciation/<BR>(Depreciation)<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Transfers&nbsp;into<BR>Level 3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Transfers&nbsp;out<BR>of&nbsp;Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Ending<BR>Balance<BR>at&nbsp;12/31/2021</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Net Change in<BR>Unrealized<BR>Appreciation/<BR>(Depreciation)<BR>on&nbsp;Investments<BR>Held at<BR>12/31/2021<SUP
STYLE="font-size:85%; vertical-align:top">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="40"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Investments in Securities, at Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Loan Participations and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,368</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;5,290</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(2,235</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(70</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(349</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;4,113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="40"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Corporate Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Banking&nbsp;&amp; Finance</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,405</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,454</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,525</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,812</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,309</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">U.S. Government Agencies</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">436</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">436</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Asset-Backed Securities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,011</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

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

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

<TD VALIGN="bottom"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="92%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>50</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">See&nbsp;Accompanying&nbsp;Notes</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="94%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD 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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">


<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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Category and Subcategory</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Beginning<BR>Balance<BR>at&nbsp;06/30/2021</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Net<BR>Purchases</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Net<BR>Sales/<BR>Settlements</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Accrued<BR>Discounts/<BR>(Premiums)</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Realized<BR>Gain/(Loss)</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Net Change in<BR>Unrealized<BR>Appreciation/<BR>(Depreciation)<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Transfers&nbsp;into<BR>Level 3</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Transfers&nbsp;out<BR>of&nbsp;Level&nbsp;3</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Ending<BR>Balance<BR>at&nbsp;12/31/2021</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Net Change in<BR>Unrealized<BR>Appreciation/<BR>(Depreciation)<BR>on&nbsp;Investments<BR>Held
at<BR>12/31/2021<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="40"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Common Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Communication Services</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">432</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(94</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">338</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(94</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Energy</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">75</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Materials<SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">709</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Warrants</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">82</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Information Technology</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,172</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,302</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Preferred Securities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,291</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">804</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,991</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">804</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Totals</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;12,527</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;7,822</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(2,364</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(70</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,248</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(349</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;20,920</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;977</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT 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 hierarchy: </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<TR>

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

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Category and Subcategory</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Ending<BR>Balance<BR>at&nbsp;12/31/2021</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Valuation<BR>Technique</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Unobservable<BR>Inputs</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD COLSPAN="2" ROWSPAN="2" VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>(% Unless Noted Otherwise)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Input Value(s)<BR></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Weighted<BR>Average</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="20"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Investments in Securities, at Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Loan Participations and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,915</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Proxy Pricing</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Base&nbsp;Price</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><FONT STYLE="white-space:nowrap">99.610-100.000</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">99.722</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">198</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Third Party Vendor</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Broker&nbsp;Quote</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><FONT STYLE="white-space:nowrap">59.500-100.125</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">99.259</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="20"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Corporate Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Banking&nbsp;&amp; Finance</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,454</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Discounted Cash Flow</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Discount&nbsp;Rate</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4.560</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,787</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Reference Instrument</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Weighted&nbsp;Average</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">BRL</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">50.472</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,522</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Proxy Pricing</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Base Price</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">100.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">U.S. Government Agencies</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">436</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Asset-Backed Securities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Proxy Pricing</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Base Price</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><FONT STYLE="white-space:nowrap">&nbsp;&nbsp;&nbsp;&nbsp;110.300-40,000.000</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">14,048.859</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="20"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Common Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Communication Services</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">338</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Energy</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">75</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Discounted Cash Flow</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Discount Rate</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Materials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Comparable Companies</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">EBITDA Multiple</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">X</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"> 9.900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="20"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Warrants</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Information Technology</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,302</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Comparable Companies</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">EBITDA Multiple</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">X</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"> 4.375</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Preferred Securities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,289</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Comparable Companies</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">EBITDA Multiple</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">X/X</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"> 11.700/9.100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">702</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Discounted Cash Flow/<BR>Comparable Companies</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Discount Rate/<BR>BV&nbsp;Multiple</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">%/X</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">19.850/0.290</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD 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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Total</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;20,920</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD 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="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&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;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in
Unrealized Appreciation/(Depreciation) on Investments Held at December&nbsp;31, 2021 may be due to an investment no longer held or categorized as Level&nbsp;3 at period end. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">Sector type updated from Financials to Materials since prior fiscal year end.
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 Fund. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD WIDTH="87%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" NOWRAP>See Accompanying Notes</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>51</B></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="91%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Schedule&nbsp;of&nbsp;Investments</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt" COLOR="#7f7f7f"><B><A NAME="tx278218_31"></A>PIMCO&nbsp;Strategic&nbsp;Income&nbsp;Fund,&nbsp;Inc.</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;&nbsp;&nbsp;&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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:8pt; font-family:Arial Narrow"><B>(Amounts in thousands*, except number of shares,
contracts, units and ounces, if any) </B></P>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<TR>

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

<TD VALIGN="bottom"></TD>
<TD WIDTH="7%"></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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>INVESTMENTS IN SECURITIES 269.4%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>LOAN PARTICIPATIONS AND ASSIGNMENTS 21.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Altar BidCo, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.000% due 11/04/2029</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">705</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Caesars Resort Collection LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.854% (LIBOR03M &#043; 2.750%) due&nbsp;12/23/2024 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Carnival Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.000% (LIBOR03M &#043; 3.250%) due&nbsp;10/18/2028 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">465</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">461</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Envision Healthcare Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.854% (LIBOR03M &#043; 3.750%) due&nbsp;10/10/2025 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,366</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,757</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Forbes Energy Services LLC (7.000% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.000% due 06/30/2022 &laquo;(d)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Gateway Casinos&nbsp;&amp; Entertainment
Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">TBD% (LIBOR03M &#043; 8.000%) due&nbsp;10/15/2027 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,701</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.750% due 10/22/2027 &laquo;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">CAD</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">589</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">466</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B><FONT STYLE="white-space:nowrap">II-VI,</FONT>
Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.500% (LIBOR03M &#043; 2.750%) due&nbsp;12/01/2028 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Instant Brands Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% (LIBOR03M &#043; 5.000%) due&nbsp;04/12/2028 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,825</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,712</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Intelsat Jackson Holdings S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.250% due 12/01/2028 &laquo;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.392% - 5.750% (LIBOR03M &#043; 4.750%) due 10/13/2022 ~&micro;</FONT></P></TD>

<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">710</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">713</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.000% (PRIME &#043; 4.750%) due&nbsp;11/27/2023 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Lealand Finance Company B.V.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.104% (LIBOR03M &#043; 3.000%) due&nbsp;06/28/2024 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Lealand Finance Company B.V. (1.104% Cash and 3.000%
PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.104% (LIBOR03M &#043; 1.000%) due&nbsp;06/30/2025 ~(d)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">184</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">82</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Ortho-Clinical Diagnostics S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.081% (LIBOR03M &#043; 3.000%) due&nbsp;06/30/2025 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Promotora de Informaciones S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">TBD% (EUR003M &#043; 4.500%) due&nbsp;11/30/2022 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,433</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>PUG LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.604% (LIBOR03M &#043; 3.500%) due&nbsp;02/12/2027 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Sequa Mezzanine Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.750% (LIBOR03M &#043; 6.750%) due&nbsp;11/28/2023 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">164</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">11.750% (LIBOR03M &#043; 10.750%) due 04/28/2024 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,329</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;8,327</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>SkyMiles IP Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.750% (LIBOR03M &#043; 3.750%) due&nbsp;10/20/2027 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,286</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Softbank Vision Fund</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.000% due 12/21/2025 &laquo;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,901</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Steenbok Lux Finco 2 SARL</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">TBD% due 12/31/2022</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,344</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Steenbok Lux Finco 2 SARL (10.750% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">10.750% (EUR003M) due&nbsp;12/29/2022 ~(d)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,505</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,673</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Steenbok Lux Finco 2 SARL (7.875% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.875% (EUR003M) due&nbsp;12/29/2022 ~(d)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">557</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">638</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Syniverse Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.500% due 10/15/2028 &laquo;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,054</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% (LIBOR03M &#043; 5.000%) due&nbsp;03/09/2023 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,808</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,776</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Team Health Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.750% (LIBOR03M &#043; 2.750%) due&nbsp;02/06/2024 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,275</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,145</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Univision Communications, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.750% (LIBOR03M &#043; 2.750%) due 03/15/2024 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,842</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,842</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Westmoreland Mining Holdings LLC (15.000%
PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">15.000% due 03/15/2029 (d)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Windstream Services LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.250% (LIBOR03M &#043; 6.250%) due 09/21/2027 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Loan Participations and Assignments
(Cost&nbsp;$58,328)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;58,775</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>CORPORATE BONDS&nbsp;&amp; NOTES 69.7%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>BANKING&nbsp;&amp; FINANCE 16.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Ally Financial, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.000% due 11/01/2031</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>American Assets Trust LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.375% due 02/01/2031 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">613</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Asteroid Private Merger Sub, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.500% due 11/15/2029 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,519</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Banca Monte dei Paschi di Siena SpA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.875% due 01/09/2026</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">444</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.625% due 04/28/2025 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,398</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.625% due 09/24/2024 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,511</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.375% due 01/18/2028 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">361</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.000% due 01/22/2030 &#149;(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,304</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,241</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.500% due 09/10/2030 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">392</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">10.500% due 07/23/2029 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,477</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Banco de Credito del Peru</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.650% due 09/17/2024</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">98</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Bank of Nova Scotia</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.900% due 06/04/2025 &#149;(k)(l)(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,811</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,945</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Barclays PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.375% due 12/15/2025 &#149;(k)(l)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">294</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.125% due 06/15/2025 &#149;(k)(l)(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,344</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.875% due 03/15/2022 &#149;(k)(l)(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">203</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>BNP Paribas S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.625% due 02/25/2031 &#149;(k)(l)(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,910</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Corestate Capital Holding S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.500% due 04/15/2023 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">602</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Country Garden Holdings Co. Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.150% due 09/17/2025</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Credit Suisse Group AG</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.375% due 08/21/2026 &#149;(k)(l)(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">648</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.500% due 07/17/2023 &#149;(k)(l)(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">212</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Erste Group Bank AG</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.250% due 10/15/2027 &#149;(k)(l)(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Essential Properties LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.950% due 07/15/2031 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Fairfax India Holdings Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.000% due 02/26/2028 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,901</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Fortress Transportation&nbsp;&amp; Infrastructure Investors
LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due 10/01/2025 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">103</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Future Diamond Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.250% due 09/22/2022</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">189</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>GLP Capital LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.250% due 01/15/2032</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Host Hotels&nbsp;&amp; Resorts LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.900% due 12/15/2031</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>HSBC Holdings PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.600% due 12/17/2030 &#149;(k)(l)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.700% due 03/09/2031 &#149;(k)(l)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.875% due 09/28/2026 &#149;(k)(l)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">585</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due 05/22/2027 &#149;(k)(l)(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">647</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Huarong Finance Co. Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.625% due 06/03/2026</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">207</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.750% due 04/27/2027</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">207</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>ING Groep NV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due 11/16/2026 &#149;(k)(l)(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>MGM Growth Properties Operating Partnership
LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.500% due 09/01/2026</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due 02/01/2027</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Natwest Group PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.600% due 06/28/2031 &#149;(k)(l)(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">786</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.000% due 08/10/2025 &#149;(k)(l)(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">349</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>New Metro Global Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.000% due 08/08/2022</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">189</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Newmark Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.125% due 11/15/2023</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">56</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Pinnacol Assurance</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.625% due 06/25/2034 &laquo;(m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,437</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Sabra Health Care LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.200% due 12/01/2031 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">587</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Sberbank of Russia Via SB Capital S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.125% due 02/07/2022 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,007</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Seazen Group Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.450% due 06/11/2022</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">188</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Societe Generale S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.375% due 10/04/2023 &#149;(k)(l)(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Standard Chartered PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.750% due 01/14/2031 &#149;(k)(l)(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">993</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Tesco Property Finance PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.411% due 07/13/2044</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">93</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">160</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.661% due 10/13/2041</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">98</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">171</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.744% due 04/13/2040</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.801% due 10/13/2040 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">448</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">787</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>UBS Group AG</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.125% due 07/29/2026 &#149;(k)(l)(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>UniCredit SpA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.830% due 12/04/2023 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,499</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Uniti Group LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due 01/15/2030 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,738</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,639</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.875% due 02/15/2025 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,954</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,087</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;44,123</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>INDUSTRIALS 44.7%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>AA Bond Co. Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due 07/31/2050 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,766</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Air Canada Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.600% due 09/15/2028 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,013</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,033</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Altice Financing S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.250% due 08/15/2029 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">405</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">452</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due 08/15/2029 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">945</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">937</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>American Airlines Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.000% due 04/15/2030</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">154</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">154</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.350% due 04/15/2031 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">973</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">992</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.575% due 07/15/2029</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">381</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">388</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.700% due 04/01/2028 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">625</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">636</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Associated Materials LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.000% due 09/01/2025 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,042</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Boeing Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.705% due 05/01/2040 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">586</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">754</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.805% due 05/01/2050 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">557</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">756</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.930% due 05/01/2060 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">878</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,222</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.125% due 02/15/2033 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">716</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">908</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Bombardier, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.125% due 06/15/2026 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,785</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,854</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.500% due 12/01/2024 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">449</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.500% due 03/15/2025</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.875% due 04/15/2027 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,296</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,346</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Broadcom, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.137% due 11/15/2035 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">201</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.187% due 11/15/2036 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.469% due 04/15/2034 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.500% due 02/15/2041 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">822</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.750% due 02/15/2051 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">314</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.150% due 11/15/2030 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>CDW LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.670% due 12/01/2026 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">821</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.276% due 12/01/2028 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">205</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.569% due 12/01/2031 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">730</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Cellnex Finance Co. S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.875% due 07/07/2041 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,341</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>CGG S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.750% due 04/01/2027</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">416</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">472</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE> </div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

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

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

<TD VALIGN="bottom"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="92%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>52</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">See&nbsp;Accompanying&nbsp;Notes</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="94%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD 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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.750% due 04/01/2027 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,612</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,561</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Charter Communications Operating LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.500% due 06/01/2041 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">488</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.850% due 04/01/2061 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">284</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.900% due 06/01/2052 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,914</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.400% due 12/01/2061 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,874</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.800% due 03/01/2050 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">118</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Community Health Systems, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.000% due 03/15/2026 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">294</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">309</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>CVS Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.507% due 01/10/2032 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">640</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">793</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Delta Air Lines, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.375% due 01/15/2026 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">785</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">925</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Energy Transfer LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.300% due 04/01/2044 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Envision Healthcare Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.750% due 10/15/2026 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,214</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Exela Intermediate LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">11.500% due 07/15/2026</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Ferroglobe PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.375% due 12/31/2025 (m)(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,035</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.375% due 12/31/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">413</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Frontier Communications Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due 01/15/2030 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">706</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">711</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Gazprom PJSC Via Gaz Capital S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.625% due 04/28/2034 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,710</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,419</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>HollyFrontier Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.500% due 10/01/2030 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,345</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B><FONT STYLE="white-space:nowrap">II-VI,</FONT>
Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.000% due 12/15/2029</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">87</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">89</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Intelsat Connect Finance S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.500% due 02/15/2023 ^(e)(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Intelsat Jackson Holdings S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.000% due 12/01/2029 &laquo;(c)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,256</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,249</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due 08/01/2023 ^(e)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">894</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.000% due 02/15/2024 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">61</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.500% due 10/15/2024 ^(e)(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,184</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;1,922</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.750% due 07/15/2025 ^(e)(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,167</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,917</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Las Vegas Sands Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.200% due 08/08/2024 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.500% due 08/18/2026 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">203</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.900% due 08/08/2029 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">302</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>NCL Corp. Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">10.250% due 02/01/2026 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,935</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,253</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Nissan Motor Co. Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.810% due 09/17/2030 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,046</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Noble Corp. PLC (11.000% Cash or 15.000%
PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">11.000% due 02/15/2028 (d)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">54</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Oi Movel S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.750% due 07/30/2026</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">981</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Oracle Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.850% due 04/01/2060 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">198</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.100% due 03/25/2061 (m)(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,045</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Ortho-Clinical Diagnostics, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.375% due 06/01/2025</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Petroleos Mexicanos</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.750% due 04/21/2027 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,538</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,746</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.950% due 01/28/2031 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,088</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,059</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.750% due 09/21/2047 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,996</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,665</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.950% due 01/28/2060 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.690% due 01/23/2050</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Prosus NV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.985% due 07/13/2033 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">556</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.061% due 07/13/2031 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,073</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.680% due 01/21/2030 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,988</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Rolls-Royce PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.625% due 10/14/2025 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">203</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.625% due 02/16/2026</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">253</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Sands China Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.300% due 03/08/2027 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">377</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.850% due 03/08/2029 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">377</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.250% due 08/08/2031 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">188</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.800% due 01/08/2026 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">402</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.375% due 06/18/2030 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.125% due 08/08/2025 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">210</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.400% due 08/08/2028 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,998</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,232</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Santos Finance Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.649% due 04/29/2031 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Schenck Process Holding GmbH</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.875% due 06/15/2023</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">228</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Spirit AeroSystems, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.950% due 06/15/2023 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,371</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Studio City Finance Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.000% due 01/15/2029 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">359</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Syngenta Finance NV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.182% due 04/24/2028 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.676% due 04/24/2048 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,209</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,961</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B><FONT STYLE="white-space:nowrap">T-Mobile</FONT> USA,
Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.400% due 10/15/2052 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">499</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Tencent Holdings Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.680% due 04/22/2041 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">312</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.840% due 04/22/2051 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,263</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.940% due 04/22/2061 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">848</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Topaz Solar Farms LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.875% due 09/30/2039 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">805</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">912</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due 09/30/2039</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,060</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,458</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Transocean Pontus Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.125% due 08/01/2025 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">54</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Transocean, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.250% due 11/01/2025</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">92</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.000% due 02/01/2027</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Triumph Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.250% due 09/15/2024</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>U.S. Airways Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.950% due 05/15/2027 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">103</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>U.S. Renal Care, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">10.625% due 07/15/2027 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,154</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>UAL Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.636% due 01/02/2024 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">835</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">854</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Unigel Luxembourg S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.750% due 10/01/2026 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">212</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>United Airlines Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.150% due 02/25/2033</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">82</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">90</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Valaris Ltd. (8.250% Cash or 12.000% PIK)</B></FONT></P></TD>

<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.250% due 04/30/2028 (d)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,969</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,051</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Vale Overseas Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.875% due 11/21/2036 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.875% due 11/10/2039 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Vale S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.762% due 12/29/2049 &laquo;~(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">50,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,467</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Viking Cruises Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">13.000% due 05/15/2025 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Windstream Escrow LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.750% due 08/15/2028</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">53</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Wolverine Escrow LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.500% due 11/15/2024 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,978</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,551</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.000% due 11/15/2026 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,216</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;123,748</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>UTILITIES 9.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>AT&amp;T, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.850% due 06/01/2060 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">625</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">655</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>DTEK Finance PLC (1.500% Cash and 3.500%
PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.000% due 12/31/2027 (d)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,318</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>FEL Energy SARL</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due 12/01/2040 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,254</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,259</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Gazprom Neft OAO Via GPN Capital S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due 11/27/2023 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,007</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>NGD Holdings BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.750% due 12/31/2026 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,479</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,357</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Odebrecht Offshore Drilling Finance Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.720% due 12/01/2022 ^(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">264</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Oi S.A. (10.000% Cash or 12.000% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">10.000% due 07/27/2025 (o)(d)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,829</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Pacific Gas&nbsp;&amp; Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.500% due 08/01/2050 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">574</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">533</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.750% due 08/15/2042 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">93</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.950% due 12/01/2047 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">290</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.000% due 12/01/2046 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.200% due 06/01/2041 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">202</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.300% due 03/15/2045 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">963</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.450% due 04/15/2042 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.500% due 07/01/2040 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">708</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">739</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.550% due 07/01/2030 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.600% due 06/15/2043 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">103</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.750% due 02/15/2044 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,296</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,386</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.950% due 07/01/2050 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">765</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">835</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Peru LNG SRL</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.375% due 03/22/2030 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,426</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Rio Oil Finance Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.250% due 07/06/2024 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">345</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">371</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.750% due 01/06/2027 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">574</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">660</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Southern California Edison Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.875% due 03/01/2049 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">122</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Transocean Poseidon Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.875% due 02/01/2027</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">25,032</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Corporate Bonds&nbsp;&amp; Notes<BR>(Cost
$193,251)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;192,903</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>CONVERTIBLE BONDS&nbsp;&amp; NOTES 0.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>BANKING&nbsp;&amp; FINANCE 0.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>CBL&nbsp;&amp; Associates HoldCo LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.000% due 11/15/2028</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">53</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Corestate Capital Holding S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.375% due 11/28/2022 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">703</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Convertible Bonds&nbsp;&amp; Notes (Cost
$770)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>756</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>MUNICIPAL BONDS&nbsp;&amp; NOTES 2.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>CALIFORNIA 0.8%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Golden State, California Tobacco Securitization Corp. Revenue
Bonds, Series 2021</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.000% due 06/01/2046</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">103</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.487% due 06/01/2036</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,015</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.850% due 06/01/2050</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>ILLINOIS 0.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Chicago, Illinois General Obligation Bonds, Series
2017</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.045% due 01/01/2029</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Illinois State General Obligation Bonds, (BABs),
Series&nbsp;2010</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.725% due 04/01/2035</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Illinois State General Obligation Bonds, Series
2003</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.100% due 06/01/2033</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">64</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">151</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>PUERTO RICO 0.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Commonwealth of Puerto Rico General Obligation Bonds, Series
2014</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.000% due 07/01/2035 ^(e)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,691</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>WEST VIRGINIA 1.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Tobacco Settlement Finance Authority, West Virginia Revenue
Bonds, Series 2007</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 06/01/2047 (h)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">25,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,819</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Municipal Bonds&nbsp;&amp; Notes (Cost
$6,036)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>6,797</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>U.S. GOVERNMENT AGENCIES 119.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Fannie Mae</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.116% due 12/25/2042 ~(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,501</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.729% due 08/25/2054 ~(a)(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,805</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">445</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.135% due 09/01/2028 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.320% due 12/01/2028 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.325% due 11/01/2027 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE> </div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD WIDTH="87%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" NOWRAP>See Accompanying Notes</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>53</B></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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">

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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Schedule&nbsp;of&nbsp;Investments</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt" COLOR="#7f7f7f"><B>PIMCO&nbsp;Strategic&nbsp;Income&nbsp;Fund,&nbsp;Inc.</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
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<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

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

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<TD VALIGN="bottom"></TD>
<TD></TD>
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<TD VALIGN="bottom" WIDTH="1%"></TD>
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<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.400% due 03/01/2032 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">59</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.500% due 12/25/2027 - 01/25/2051&nbsp;(a)(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,941</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.000% due 06/25/2050 (a)(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,349</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.500% due 07/25/2036 (a)(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,216</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">487</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.500% due 07/25/2042 - 12/25/2049&nbsp;(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">516</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">56</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.000% due 06/25/2050 (a)(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">804</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.250% due 11/25/2024 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">91</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">93</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.500% due 07/25/2040 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">423</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">451</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.000% due 07/25/2037 (a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">696</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">90</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.000% due 01/25/2038 - 07/25/2038&nbsp;(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,356</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,760</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.038% due 12/25/2042 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.199% due 02/25/2042 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">312</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">338</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.489% due 10/25/2042 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due 07/25/2024</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due 11/25/2032 - 04/25/2035&nbsp;(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,758</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;4,196</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due 06/25/2033</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.807% due 08/25/2043</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">962</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,067</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.853% due 07/25/2029 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">660</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">725</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.898% due 10/25/2049 &#149;(a)(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,682</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,668</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.933% due 10/25/2042 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">232</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">262</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.948% due 02/25/2049 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.998% due 07/25/2050 &#149;(a)(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,316</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due 09/25/2031 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due 01/25/2044</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">686</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">776</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due 06/25/2023 -<BR>11/01/2047</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,413</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due 09/25/2031 - 04/01/2037&nbsp;(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">497</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">561</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.648% due 07/25/2041 &#149;(a)(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">627</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.850% due 12/18/2027</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.000% due 06/18/2027 -<BR>01/01/2047</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">657</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">741</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.000% due 02/25/2035 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">90</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.000% due 09/25/2041 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">255</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">275</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.500% due 10/25/2022 -<BR>06/25/2044</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">639</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">739</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.500% due 06/19/2041 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">68</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">79</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.700% due 03/25/2023</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.000% due 06/19/2041 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">530</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">616</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.500% due 06/18/2027 -<BR>06/25/2030</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">140</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Freddie Mac</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 02/25/2046 (b)(h)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">644</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">541</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.100% due 02/25/2046 (a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">644</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.837% due 08/15/2036 ~(a)(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,533</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">72</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.852% due 05/15/2038 ~(a)(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,964</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">135</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.910% due 11/15/2038 ~(a)(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12,356</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">739</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.010% due 11/25/2045 ~(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,336</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">566</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.262% due 12/01/2026 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.000% due 11/25/2050 - 01/25/2051&nbsp;(a)(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,175</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;1,362</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.500% due 05/25/2050 (a)(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">654</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">98</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.200% due 11/15/2048 &#149;(a)(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">655</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.500% due 06/25/2050 (a)(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">918</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">123</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.718% due 07/25/2032 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">76</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.000% due 02/15/2024</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.253% due 10/25/2029 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">709</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due 04/01/2039 - 06/15/2041&nbsp;(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,643</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,015</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.898% due 04/25/2048 - 11/25/2049&nbsp;&#149;(a)(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">31,913</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due 12/15/2028 - 03/15/2035&nbsp;(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,085</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due 04/15/2031 -<BR>02/01/2034</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.048% due 05/25/2050 &#149;(a)(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">874</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due 09/15/2023 -<BR>09/01/2047</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,936</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,277</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due 10/15/2023 - 07/01/2037&nbsp;(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,881</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,141</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due 09/25/2043 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.900% due 09/15/2023</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.000% due 05/15/2023 -<BR>10/25/2043</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">484</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">558</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.000% due 01/15/2024 - 09/01/2036&nbsp;(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,411</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,586</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.500% due 05/15/2024 - 03/01/2037&nbsp;(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">683</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">747</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.500% due 12/01/2025 -<BR>02/25/2042</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">117</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.653% due 12/25/2027 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,582</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,699</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.000% due 08/15/2022 -<BR>04/15/2030</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">86</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">10.853% due 03/25/2025 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">232</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">237</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Ginnie Mae</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.946% due 08/20/2049 - 09/20/2049 &#149;(a)(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">68,424</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,964</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due 04/15/2029 - 12/15/2038</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">39</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">42</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due 07/15/2037 - 11/15/2038 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">701</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">780</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.096% due 06/20/2047 &#149;(a)(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,065</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,239</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due 11/20/2024 - 10/20/2038</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due 04/15/2032 - 05/15/2032 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">205</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">226</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.000% due 04/15/2024 - 06/15/2026</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.500% due 06/15/2023 - 03/15/2029</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">266</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">267</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.500% due 04/15/2027 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">75</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.500% due 05/15/2022 - 02/15/2031</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Ginnie Mae, TBA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.500% due 02/01/2052</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,561</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.000% due 01/01/2052 - 03/01/2052</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">21,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">23,009</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Small Business Administration</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.625% due 02/01/2025</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.510% due 11/01/2027</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">118</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.780% due 08/01/2027</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.820% due 07/01/2027</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Uniform Mortgage-Backed Security</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.000% due 06/01/2047</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.000% due 09/01/2047 - 06/01/2048 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,908</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,467</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.500% due 09/01/2023 - 08/01/2041</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">77</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.500% due 04/01/2041 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">89</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due 12/01/2032 - 02/01/2033</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">43</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due 12/01/2032 - 06/01/2040 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,605</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,004</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due 09/01/2028 - 02/01/2038</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">688</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">780</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due 10/01/2033 - 12/01/2036 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">231</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">264</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.000% due 12/01/2022 - 06/01/2032</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Uniform Mortgage-Backed Security, TBA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.500% due 01/01/2052 - 03/01/2052</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">43,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">44,276</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.000% due 02/01/2052</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">30,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">31,553</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.500% due 03/01/2052</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">65,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">68,239</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.000% due 02/01/2052</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">81,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">86,754</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Vendee Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due 03/15/2029</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.750% due 02/15/2026 - 06/15/2026</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.500% due 09/15/2030</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,090</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,268</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total U.S. Government Agencies<BR>(Cost
$332,838)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;329,698</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B><FONT STYLE="white-space:nowrap">NON-AGENCY</FONT> MORTGAGE-BACKED SECURITIES 22.4%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Adjustable Rate Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.652% due 07/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">229</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">230</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.803% due 08/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">248</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">247</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Banc of America Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.509% due 02/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Bancorp Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.860% due 08/15/2032 &#149;(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,980</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>BCAP LLC Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.486% due 07/26/2036 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">210</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">191</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<TR>

<TD WIDTH="61%"></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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Bear Stearns <FONT STYLE="white-space:nowrap">ALT-A</FONT>
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.398% due 08/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">227</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Bear Stearns Commercial Mortgage Securities
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.657% due 10/12/2041 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">183</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">182</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.743% due 12/11/2040 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">712</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">679</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Citigroup Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.512% due 12/10/2049 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,218</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">548</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Citigroup Mortgage Loan Trust, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.000% due 09/25/2033</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Commercial Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.956% due 12/10/2049 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">198</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.100% due 12/15/2038 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,380</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,383</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Countrywide Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.522% due 07/25/2046 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,058</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Countrywide Home Loan Mortgage Pass-Through
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.742% due 03/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">846</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">778</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.972% due 03/25/2046 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,073</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">747</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.720% due 08/25/2034 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">226</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Countrywide Home Loan Reperforming REMIC
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.500% due 11/25/2034</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">379</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">399</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.500% due 06/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">79</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Credit Suisse Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.457% due 02/15/2040 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,175</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">312</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT 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-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.000% due 02/25/2034</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">262</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">271</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Credit Suisse Mortgage Capital Mortgage-Backed
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due 03/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">759</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">216</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Eurosail PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.695% due 09/13/2045 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,582</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,067</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.345% due 09/13/2045 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,485</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.945% due 09/13/2045 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">960</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,368</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Freddie Mac</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.550% due 10/25/2041 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,919</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.850% due 11/25/2041 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,958</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>GC Pastor Hipotecario FTA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 06/21/2046 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">983</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>GMAC Mortgage Corp. Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.806% due 08/19/2034 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>GS Mortgage Securities Corp. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.591% due 10/10/2032 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>GSAA Home Equity Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due 04/01/2034</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">512</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">552</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>GSMPS Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.000% due 06/25/2043</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,409</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,603</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.500% due 06/19/2027 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.000% due 09/19/2027 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">339</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">335</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>GSR Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.432% due 12/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due 01/25/2034</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>IM Pastor Fondo de Titluzacion
Hipotecaria</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 03/22/2043 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">289</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">305</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>J.P. Morgan Chase Commercial Mortgage
Securities&nbsp;Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due 11/15/2038 &#149;(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>JP Morgan Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.616% due 10/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">854</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">793</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due 06/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>LUXE Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.860% due 10/15/2038 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,887</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,889</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>MASTR Adjustable Rate Mortgages Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.932% due 10/25/2034 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">414</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">418</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>MASTR Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.250% due 07/25/2036</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">263</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due 03/25/2034</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">521</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">537</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.000% due 04/25/2034</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>MASTR Reperforming Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.000% due 05/25/2035</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,635</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,381</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.500% due 07/25/2035</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,363</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,274</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>MFA Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.661% due 01/26/2065 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">301</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Morgan Stanley Resecuritization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.704% due 12/26/2046 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,476</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,911</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE> </div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

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

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

<TD VALIGN="bottom"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="92%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>54</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">See&nbsp;Accompanying&nbsp;Notes</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="94%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD 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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>NAAC Reperforming Loan REMIC Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.000% due 10/25/2034 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">614</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">613</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.500% due 03/25/2034 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,789</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,827</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.500% due 10/25/2034 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,842</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,848</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Newgate Funding PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.647% due 12/15/2050 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,480</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,640</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.897% due 12/15/2050 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,480</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,610</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>RBSSP Resecuritization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due 02/26/2037 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,509</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,861</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.250% due 12/26/2036 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,246</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,673</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Residential Accredit Loans, Inc. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due 08/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">996</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">978</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Residential Asset Mortgage Products Trust</B></FONT></P></TD>

<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.500% due 10/25/2031</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">235</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">258</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.500% due 11/25/2031</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">639</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">462</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Structured Asset Securities Corp. Mortgage Loan
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.500% due 10/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,317</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,605</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>WaMu Mortgage Pass-Through Certificates
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.829% due 05/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">75</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">79</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Washington Mutual Mortgage Pass-Through Certificates
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.000% due 03/25/2034</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">61</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">65</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.500% due 04/25/2033</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total <FONT STYLE="white-space:nowrap">Non-Agency</FONT>
Mortgage-Backed Securities (Cost $61,269)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;61,837</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>ASSET-BACKED SECURITIES 6.8%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Ameriquest Mortgage Securities, Inc. Asset-Backed
Pass-Through Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.627% due 11/25/2032 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">39</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Bear Stearns Asset-Backed Securities
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.500% due 09/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">218</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Conseco Finance Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.530% due 02/01/2031 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">70</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Conseco Finance Securitizations Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.960% due 05/01/2031</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,447</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">563</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Countrywide Asset-Backed Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.302% due 06/25/2037 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,706</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,824</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.362% due 12/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,235</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,231</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Countrywide Asset-Backed Certificates
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.742% due 11/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,297</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Credit-Based Asset Servicing&nbsp;&amp; Securitization
LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.759% due 12/25/2037 &thorn;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">59</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">59</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>ECAF Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.947% due 06/15/2040</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,516</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,393</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Elmwood CLO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 04/20/2034 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,053</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Encore Credit Receivables Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.837% due 07/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">576</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">574</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Flagship Credit Auto Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 12/15/2025 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,519</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Madison Park Funding Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 07/27/2047 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">341</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Marlette Funding Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 12/15/2028 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">498</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 04/16/2029 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">694</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 07/16/2029 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">609</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>National Collegiate Commutation Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 03/25/2038 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,181</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Oakwood Mortgage Investors, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.340% due 06/15/2032 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Residential Asset Mortgage Products Trust</B></FONT></P></TD>

<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.500% due 12/25/2031</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>SMB Private Education Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 10/15/2048 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,751</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Asset-Backed Securities (Cost $32,638)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>18,814</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>SOVEREIGN ISSUES 6.7%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Argentina Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.500% due 07/09/2030 &thorn;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">647</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">212</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.000% due 07/09/2029</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">269</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.125% due 07/09/2035 &thorn;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,131</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">351</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.125% due 07/09/2046 &thorn;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.000% due 01/09/2038 &thorn;(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,388</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,687</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.500% due 07/09/2041 &thorn;(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,880</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">671</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Argentina Treasury Bond BONCER</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.450% due 08/13/2023</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">35,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">297</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Egypt Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.375% due 04/11/2031</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,684</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Ghana Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.375% due 02/11/2027 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">273</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.875% due 02/11/2035 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">388</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">305</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Panama Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.500% due 04/16/2050 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,877</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Peru Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.900% due 08/12/2037</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,733</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Romania Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.000% due 04/14/2033</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,799</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>South Africa Government International
Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due 09/30/2049 (o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">386</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Venezuela Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.250% due 10/13/2024 ^(e)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.250% due 09/15/2027 ^(e)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">171</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Sovereign Issues (Cost $21,318)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;18,423</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>SHARES</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>COMMON STOCKS 4.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>COMMUNICATION SERVICES 1.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Clear Channel Outdoor Holdings, Inc. (f)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">291,816</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">966</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>iHeartMedia, Inc. &#145;A&#146; (f)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">68,102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,433</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>iHeartMedia, Inc. &#145;B&#146; &laquo;(f)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">52,880</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,001</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>ENERGY 0.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Axis Energy Services &#145;A&#146; &laquo;(m)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">422</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Noble Corp. (f)(m)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17,389</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">432</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Valaris Ltd. (f)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,412</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">489</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>INDUSTRIALS 1.8%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Neiman Marcus Group Ltd. LLC &laquo;(m)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">32,851</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,807</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Noble Corp.</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,690</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">42</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Westmoreland Mining Holdings LLC &laquo;(m)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">70</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,849</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>MATERIALS 1.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Associated Materials Group, Inc. &laquo;(m)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">397,884</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,777</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Common Stocks (Cost $7,519)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>11,515</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>WARRANTS 0.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>INFORMATION TECHNOLOGY 0.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Windstream Holdings LLC - Exp. 09/21/2055 &laquo;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">28,052</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">695</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Warrants (Cost $129)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>695</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>PREFERRED SECURITIES 8.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>BANKING&nbsp;&amp; FINANCE 8.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Capital Farm Credit ACA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.000% due 03/15/2026 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,300,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,326</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Charles Schwab Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.000% due 12/01/2030 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>SHARES</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Farm Credit Bank of Texas</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.700% due 09/15/2025 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,000,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,073</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Nationwide Building Society</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">10.250% ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">36,440</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,439</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Stichting AK Rabobank Certificaten</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due 12/29/2049 &thorn;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,317,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,354</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Wells Fargo&nbsp;&amp; Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.900% due 03/15/2026 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,700,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,748</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">22,041</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>INDUSTRIALS 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>General Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.533% (US0003M &#043; 3.330%) due 03/15/2022 ~(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">139,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Preferred Securities (Cost $19,033)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>22,179</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>REAL ESTATE INVESTMENT TRUSTS 0.8%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>REAL ESTATE 0.8%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Uniti Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">73,539</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>VICI Properties, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">44,227</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,332</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Real Estate Investment Trusts<BR>(Cost
$1,133)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>2,362</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>SHORT-TERM INSTRUMENTS 7.4%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>REPURCHASE AGREEMENTS (n) 1.7%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,823</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>SHORT-TERM NOTES 1.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Federal Home Loan Bank</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.039% due 01/21/2022 (h)(i)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>ARGENTINA TREASURY BILLS 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">31.816% due 02/28/2022&nbsp;(h)(i)(j)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">21,696</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>U.S. TREASURY BILLS 4.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.042% due 01/04/2022 - 04/21/2022 (g)(h)(o)(r)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12,598</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12,597</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"><FONT COLOR="#333333"><B>Total Short-Term Instruments<BR>(Cost $20,541)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>20,528</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"><FONT COLOR="#333333"><B>Total Investments in Securities<BR>(Cost $754,803)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>745,282</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="6"><FONT COLOR="#333333"><B>Total Investments 269.4%<BR>(Cost $754,803)</B></FONT></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>745,282</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Financial Derivative<BR>Instruments&nbsp;(p)(q)&nbsp;(0.3)%</B></FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>(Cost&nbsp;or&nbsp;Premiums,&nbsp;net&nbsp;$667)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>(769</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"><FONT COLOR="#333333"><B>Other Assets and Liabilities, net (169.1)%</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>(467,854</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="6"><FONT COLOR="#333333"><B>Net Assets 100.0%</B></FONT></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;276,659</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> </div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">

<TR>

<TD WIDTH="87%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow; ">See Accompanying Notes</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>SEMIANNUAL&nbsp;REPORT</B></FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center"><FONT STYLE="font-family:Arial Narrow; ">&#124;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">DECEMBER&nbsp;31,&nbsp;2021</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>55</B></FONT></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="91%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Schedule&nbsp;of&nbsp;Investments</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt" COLOR="#7f7f7f"><B>PIMCO&nbsp;Strategic&nbsp;Income&nbsp;Fund,&nbsp;Inc.</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>NOTES TO SCHEDULE OF INVESTMENTS:
</B></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>*</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>A zero balance may reflect actual amounts rounding to less than one thousand.
</B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>^</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Security is in default. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>&laquo;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Security valued using significant unobservable inputs (Level 3).
</B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>&micro;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>~</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 description. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>&#149;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 description. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>&thorn;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 end. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(a)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Security is an Interest Only (&#147;IO&#148;) or IO Strip.
</B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(b)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Principal only security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(c)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>When-issued security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(d)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Payment <FONT STYLE="white-space:nowrap">in-kind</FONT> security.
</B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(e)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Security is not accruing income as of the date of this report.
</B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(f)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Security did not produce income within the last twelve months.
</B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(g)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Coupon represents&nbsp;a weighted average&nbsp;yield to maturity.
</B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(h)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Zero coupon security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(i)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Coupon represents a yield to maturity. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(j)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Principal amount of security is adjusted for inflation. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(k)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Perpetual maturity; date shown, if applicable, represents next contractual call date.
</B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(l)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Contingent convertible security. </B></FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>(m)&nbsp;&nbsp;RESTRICTED SECURITIES: </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<TR>

<TD WIDTH="52%"></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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Issuer Description</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Acquisition<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Cost</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Market&nbsp;Value<BR>as&nbsp;Percentage<BR>of Net Assets</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Associated Materials Group, Inc.</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/24/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,527</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,777</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.00</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">%&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Axis Energy Services &#145;A&#146;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/01/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Ferroglobe PLC 9.375% due 12/31/2025</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><FONT STYLE="white-space:nowrap">11/05/2019&nbsp;-&nbsp;10/04/2021</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,448</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Neiman Marcus Group Ltd. LLC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/25/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,058</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,807</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Noble Corp.</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/05/2021&nbsp;- 02/27/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">219</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">432</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Oracle Corp. 4.100% due 03/25/2061</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/17/2021&nbsp;- 10/05/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,045</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pinnacol Assurance 8.625% due 06/25/2034</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/23/2014</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,437</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Westmoreland Mining Holdings LLC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/26/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD COLSPAN="4" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;8,872</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;13,952</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5.04%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>BORROWINGS AND OTHER FINANCING
TRANSACTIONS </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>(n)&nbsp;&nbsp;REPURCHASE AGREEMENTS: </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<TR>

<TD WIDTH="7%"></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 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="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Lending<BR>Rate</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Principal<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Collateralized By</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Collateral<BR>(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Repurchase<BR>Agreements,<BR>at Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Repurchase<BR>Agreement<BR>Proceeds<BR>to&nbsp;
be<BR>Received<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">BPS</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.030</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/31/2021</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/03/2022</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;3,600</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">U.S. Treasury Notes 2.500% due 05/15/2024</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,674</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">FICC</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.000</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/31/2021</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/03/2022</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,223</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">U.S. Treasury Notes 1.125% due 08/31/2028</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,247</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,223</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,223</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Repurchase Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(4,921</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;4,823</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;4,823</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>REVERSE REPURCHASE AGREEMENTS: </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<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" WIDTH="4%"></TD>
<TD 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="5%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Borrowing<BR>Rate<SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="4" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Amount<BR>Borrowed<SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Payable for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BCY</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.926</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/07/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,541</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BOM</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/13/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/11/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,470</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,475</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BOS</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/13/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/13/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(10,030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(10,031</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/19/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(563</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(635</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/27/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/19/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,938</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,343</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11/16/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/11/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11/15/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/09/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(351</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(399</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

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

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

<TD VALIGN="bottom"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="92%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>56</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">See&nbsp;Accompanying&nbsp;Notes</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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; font-family:ARIAL; font-size:7pt">

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<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="94%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD 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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">


<TR>

<TD WIDTH="32%"></TD>

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

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

<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Counterparty</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Borrowing<BR>Rate</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Settlement<BR>Date</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Maturity<BR>Date</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="4" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Amount<BR>Borrowed</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Payable for<BR>Reverse<BR>Repurchase<BR>Agreements</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/10/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(8,946</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(8,947</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/06/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/05/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,805</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,806</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/10/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/12/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(8,558</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(8,562</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/15/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/14/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(16,586</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(16,593</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/06/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/06/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,690</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,691</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/20/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/20/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,502</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/05/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(941</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,274</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/01/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/05/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,727</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,727</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.480</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/06/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/06/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,031</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,032</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.490</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/27/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/28/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,017</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.490</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/03/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,165</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,167</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/05/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,543</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,549</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/14/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/12/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,173</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,176</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/20/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/20/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(8,260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(8,280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/03/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(474</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(475</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/20/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(815</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(816</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/26/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,882</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,883</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/01/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/05/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,476</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,478</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/03/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(378</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(379</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/21/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,411</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,418</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.530</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/07/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">05/12/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(744</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(745</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.530</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/22/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/24/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(987</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(988</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/03/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(844</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(845</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.570</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/22/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/24/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(639</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(639</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.570</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/10/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(12,516</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(12,522</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/05/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,178</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,341</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/05/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/06/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,545</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,548</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/15/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/09/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,528</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,424</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/19/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/19/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,209</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/26/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/26/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(283</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(284</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/24/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/21/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,553</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,555</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/27/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/10/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,460</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,460</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">CEW</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/15/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/09/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(455</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(518</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/22/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/21/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(972</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/14/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/14/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,378</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,382</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">CIB</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/13/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/13/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,319</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.140</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/15/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/11/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(259</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(259</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.570</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/12/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/13/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,541</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,543</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.570</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/13/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/18/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,044</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,046</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.570</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/14/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/13/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,961</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,966</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">FBF</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/26/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(890</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,009</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/18/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(976</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(975</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">IND</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/16/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/09/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(95</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(95</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/21/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/09/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,291</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,292</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/21/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/17/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(549</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(549</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">JML</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/16/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(825</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(939</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/05/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,888</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/16/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/11/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(482</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(549</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/13/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,975</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,976</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/15/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/13/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(261</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(261</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">NOM</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.080</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/27/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,799</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(166</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(166</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/05/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,083</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,082</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">RDR</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/01/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/20/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,376</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,377</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/08/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,573</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,574</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/22/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/20/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(12,767</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(12,772</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">SCX</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.340</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/15/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/09/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(535</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(725</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">SOG</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/16/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(202</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(202</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/16/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,459</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.470</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/12/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/13/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(682</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(682</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/20/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/22/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(746</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(747</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/01/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,643</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,652</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/26/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/27/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(496</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(496</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">TDM</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/03/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(329</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(329</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/04/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(497</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(497</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/18/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,147</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/01/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(964</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(965</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/30/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/14/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(214</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(214</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">UBS</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/14/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/14/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,639</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,641</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/04/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/05/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,249</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,254</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Reverse Repurchase Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(200,557</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">

<TR>

<TD WIDTH="87%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow; ">See Accompanying Notes</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>SEMIANNUAL&nbsp;REPORT</B></FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center"><FONT STYLE="font-family:Arial Narrow; ">&#124;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">DECEMBER&nbsp;31,&nbsp;2021</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>57</B></FONT></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

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<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="91%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Schedule&nbsp;of&nbsp;Investments</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt" COLOR="#7f7f7f"><B>PIMCO&nbsp;Strategic&nbsp;Income&nbsp;Fund,&nbsp;Inc.</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>SHORT SALES: </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt" ALIGN="center">


<TR>

<TD WIDTH="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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Description</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Coupon</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Principal<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Proceeds</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Payable&nbsp;for<BR>Short&nbsp;Sales</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="20"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">U.S. Government Agencies (1.0)%</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Uniform Mortgage-Backed Security, TBA</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/01/2037</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(306</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(307</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Uniform Mortgage-Backed Security, TBA</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/01/2052</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,944</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,940</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Uniform Mortgage-Backed Security, TBA</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/01/2052</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;40,740</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Uniform Mortgage-Backed Security, TBA</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/01/2052</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Uniform Mortgage-Backed Security, TBA</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/01/2052</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(532</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(531</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Short Sales&nbsp;(1.0)%</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(2,782</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(2,778</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>BORROWINGS AND OTHER FINANCING
TRANSACTIONS SUMMARY </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT 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 December&nbsp;31, 2021: </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt" ALIGN="center">


<TR>

<TD WIDTH="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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Repurchase<BR>Agreement<BR>Proceeds<BR>to
be<BR>Received<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Payable for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Payable for<BR><FONT STYLE="white-space:nowrap">Sale-Buyback</FONT><BR>Transactions</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Total<BR>Borrowings&nbsp;and<BR>Other&nbsp;Financing<BR>Transactions</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Collateral<BR>Pledged/(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Net&nbsp;Exposure<SUP STYLE="font-size:85%; vertical-align:top">(4)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Global/Master Repurchase Agreement</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BCY</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,541</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,541</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">659</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BOM</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,475</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,475</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,766</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,291</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BOS</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(10,031</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(10,031</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10,343</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">312</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(96,997</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(93,397</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;104,954</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;11,557</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(11,823</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(11,823</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">13,418</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,595</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">CEW</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,872</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,872</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">778</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">CIB</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(14,134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(14,134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">15,633</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,499</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">FBF</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,984</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,984</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">231</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">FICC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,223</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,223</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,247</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">IND</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,936</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,936</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">176</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">JML</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(5,873</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(5,873</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,801</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">928</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">NOM</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,048</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,048</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,372</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">RDR</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(15,723</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(15,723</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">16,397</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">674</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">SCX</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(725</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(725</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">787</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">SOG</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(14,238</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(14,238</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">17,106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,868</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">TDM</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(5,262</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(5,262</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,255</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">UBS</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(7,895</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(7,895</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">9,030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,135</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD 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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Borrowings and Other Financing Transactions</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;4,823</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(200,557</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></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="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD 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:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>CERTAIN TRANSFERS ACCOUNTED FOR AS
SECURED BORROWINGS </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><B>Remaining Contractual Maturity of the Agreements </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt" ALIGN="center">


<TR>

<TD WIDTH="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="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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Overnight&nbsp;and<BR>Continuous</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Up&nbsp;to&nbsp;30&nbsp;days</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B><FONT STYLE="white-space:nowrap">31-90&nbsp;days</FONT></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Greater&nbsp;Than&nbsp;90&nbsp;days</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Reverse Repurchase Agreements</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Corporate Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(84,194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(27,764</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"> (29,386</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"> (141,344</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Convertible Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(549</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(549</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">U.S. Government Agencies</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(50,109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(50,109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed
Securities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,382</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,541</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,923</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Sovereign Issues</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,521</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(311</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,632</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Borrowings</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(136,824</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(31,006</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(32,727</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(200,557</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Payable for reverse repurchase agreements<SUP
STYLE="font-size:85%; vertical-align:top"> </SUP></B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B> (200,557</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(o)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Securities with an aggregate market value of $224,992 and cash of $1,023 have been pledged
as collateral under the terms of the above master agreements as of December&nbsp;31, 2021. </B></FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">Includes accrued interest. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">The average amount of borrowings outstanding during the period ended December 31, 2021 was
$(217,751) at a weighted average interest rate of 0.326%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">Open maturity reverse repurchase agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(4)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 information. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

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

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<TD></TD>

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<TD></TD>

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<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

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<TD></TD>

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<TD WIDTH="92%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>58</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">See&nbsp;Accompanying&nbsp;Notes</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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; font-family:ARIAL; font-size:7pt">

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<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="94%"></TD>

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<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD 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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>(p)&nbsp;&nbsp;FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>SWAP AGREEMENTS: </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION<SUP
STYLE="font-size:85%; vertical-align:top">(1)</SUP> </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt" ALIGN="center">


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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>

<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="3%"></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"></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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Reference Entity</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Fixed<BR>Receive&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Implied<BR>Credit&nbsp;Spread&nbsp;at<BR>December&nbsp;31,&nbsp;2021<SUP
STYLE="font-size:85%; vertical-align:top">(2)</SUP></B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Notional<BR>Amount<SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP></B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Market<BR>Value<SUP STYLE="font-size:85%; vertical-align:top">(4)</SUP></B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Variation&nbsp;Margin</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Boeing Co.</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/20/2026</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.974</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(42</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">Rolls-Royce&nbsp;PLC</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/20/2025</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.481</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(381</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">308</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(73</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Rolls-Royce PLC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/20/2026</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.612</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<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="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;371</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(79</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>CREDIT DEFAULT SWAPS ON CREDIT INDICES -
SELL PROTECTION<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP> </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt" ALIGN="center">


<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></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="2%"></TD>

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

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

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Index/Tranches</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Fixed<BR>Receive&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Notional<BR>Amount<SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP></B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Market<BR>Value<SUP STYLE="font-size:85%; vertical-align:top">(4)</SUP></B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Variation&nbsp;Margin</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">iTraxx Asia <FONT STYLE="white-space:nowrap">Ex-Japan</FONT> 36 <FONT
STYLE="white-space:nowrap">5-Year</FONT> Index</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Quarterly</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/20/2026</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;4,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>INTEREST RATE SWAPS </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt" ALIGN="center">


<TR>

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Pay/Receive <BR>Floating&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Floating&nbsp;Rate&nbsp;Index</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Fixed&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Notional<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Variation Margin</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive<SUP STYLE="font-size:85%; vertical-align:top">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">1-Day</FONT>
<FONT STYLE="white-space:nowrap">GBP-SONIO</FONT> <FONT STYLE="white-space:nowrap">Compounded-OIS</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/16/2052</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(61</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">164</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">103</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(89</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive<SUP STYLE="font-size:85%; vertical-align:top">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">1-Day</FONT>
<FONT STYLE="white-space:nowrap">GBP-SONIO</FONT> <FONT STYLE="white-space:nowrap">Compounded-OIS</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/21/2052</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">91</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(67</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive<SUP STYLE="font-size:85%; vertical-align:top">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">1-Day</FONT>
<FONT STYLE="white-space:nowrap">USD-SOFR</FONT> <FONT STYLE="white-space:nowrap">Compounded-OIS</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/15/2027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">1-Year</FONT>
<FONT STYLE="white-space:nowrap">BRL-CDI</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3.700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Maturity</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">BRL</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">96,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(135</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(169</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">1-Year</FONT>
<FONT STYLE="white-space:nowrap">BRL-CDI</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3.978</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Maturity</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">1-Year</FONT>
<FONT STYLE="white-space:nowrap">BRL-CDI</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4.040</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Maturity</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">1-Year</FONT>
<FONT STYLE="white-space:nowrap">BRL-CDI</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7.655</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Maturity</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/02/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">79,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(568</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(568</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><FONT STYLE="white-space:nowrap">Semi-Annual</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/19/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">CAD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">624</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(262</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">362</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/20/2044</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(534</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(745</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/18/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">101,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">208</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">257</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT> <FONT
STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/17/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(76</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT> <FONT
STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/15/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">85,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">685</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">681</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT> <FONT
STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/19/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">32,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,241</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(328</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,569</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT> <FONT
STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/18/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">14,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(189</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(143</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT> <FONT
STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/20/2025</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">399</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(622</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(223</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive<SUP STYLE="font-size:85%; vertical-align:top">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT> <FONT
STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/20/2027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive<SUP STYLE="font-size:85%; vertical-align:top">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT> <FONT
STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/15/2027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive<SUP STYLE="font-size:85%; vertical-align:top">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT> <FONT
STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/17/2027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive<SUP STYLE="font-size:85%; vertical-align:top">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT> <FONT
STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/24/2027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT> <FONT
STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/16/2028</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">75,556</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(4,247</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(207</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,454</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">42</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT> <FONT
STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/17/2028</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT> <FONT
STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.370</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/25/2028</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11,363</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT> <FONT
STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/15/2028</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">66,541</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,025</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">165</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive<SUP STYLE="font-size:85%; vertical-align:top">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT> <FONT
STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/12/2029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,365</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT> <FONT
STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/19/2029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">65,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,159</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,903</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7,062</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT> <FONT
STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/18/2029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(68</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">65</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT> <FONT
STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/16/2030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,805</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">223</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT> <FONT
STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/15/2031</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">19,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(299</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(340</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive<SUP STYLE="font-size:85%; vertical-align:top">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT> <FONT
STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/03/2032</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">95,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(718</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,867</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(65</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT> <FONT
STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/15/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(268</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT> <FONT
STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/22/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT> <FONT
STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.875</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/07/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(53</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT> <FONT
STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/11/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">17,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,390</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,426</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(68</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT> <FONT
STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/16/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">9,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">909</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,036</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT> <FONT
STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">04/07/2051</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT> <FONT
STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">04/08/2051</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">14,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(216</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(216</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">70</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT> <FONT
STYLE="white-space:nowrap">ZAR-JIBAR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5.873</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Quarterly</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">05/12/2026</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">ZAR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">149,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(76</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(79</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;
CZK-PRIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">05/17/2026</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">CZK</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">146,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(519</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(519</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/06/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">15,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(249</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(247</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">6-Month</FONT> <FONT
STYLE="white-space:nowrap">HUF-BBR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2.121</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">05/17/2026</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">HUF</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,037,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(577</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(577</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">28-Day</FONT>
<FONT STYLE="white-space:nowrap">MXN-TIIE</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Lunar</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/27/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">MXN</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">59,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(90</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">28-Day</FONT>
<FONT STYLE="white-space:nowrap">MXN-TIIE</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Lunar</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/03/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">39,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(56</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,245</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,356</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">241</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(474</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Swap Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>678</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;3,645</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;4,323</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;247</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(475</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
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<TD></TD>
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<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
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<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow; ">See Accompanying Notes</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>SEMIANNUAL&nbsp;REPORT</B></FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center"><FONT STYLE="font-family:Arial Narrow; ">&#124;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">DECEMBER&nbsp;31,&nbsp;2021</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>59</B></FONT></TD></TR></TABLE></DIV>
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<TD></TD>

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<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">

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<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="91%"></TD>

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<TD VALIGN="bottom" WIDTH="1%"></TD>
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<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Schedule&nbsp;of&nbsp;Investments</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt" COLOR="#7f7f7f"><B>PIMCO&nbsp;Strategic&nbsp;Income&nbsp;Fund,&nbsp;Inc.</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>FINANCIAL DERIVATIVE INSTRUMENTS:
EXCHANGE-TRADED OR CENTRALLY CLEARED SUMMARY </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT 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 December&nbsp;31, 2021: </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt" ALIGN="center">


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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="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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="border-bottom:1.00px solid #000000"><FONT STYLE="font-family:Arial Narrow; font-size:7pt"><B>Financial Derivative Assets</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="border-bottom:1.00px solid #000000"><FONT STYLE="font-family:Arial Narrow; font-size:7pt"><B>Financial Derivative Liabilities</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="border-bottom:1.00px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Market&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1.00px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Variation Margin<BR>Asset</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Total</B></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="border-bottom:1.00px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Market&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1.00px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Variation Margin<BR>Liability</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Total</B></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Purchased<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Futures</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Written<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Futures</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Exchange-Traded or Centrally Cleared</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;247</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;247</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(475)</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(475)</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Cash of $11,653 has been pledged as
collateral for exchange-traded and centrally cleared financial derivative instruments as of December&nbsp;31, 2021. See Note 8, Master Netting Arrangements, in the Notes to Financial Statements for more information. </B></FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 index. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(4)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(5)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 information. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>(q)&nbsp;&nbsp;FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>FORWARD FOREIGN CURRENCY CONTRACTS: </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<TR>

<TD WIDTH="43%"></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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Settlement<BR>Month</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Currency to<BR>be Delivered</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Currency to<BR>be Received</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Unrealized&nbsp;Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BOA</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">CZK</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,631</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">76</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">22,784</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">20,129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;133</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">20,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">22,652</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(131</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">MXN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,567</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">123</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">705</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">169</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">205</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">825</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">CAD</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">682</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">535</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,306</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,733</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">13,372</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">17,706</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(393</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">328</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">290</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">478</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">HUF</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">44,282</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">135</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">05/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">ZAR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">673</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">43</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">668</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">42</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">961</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">697</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">43</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">CBK</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,474</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">802</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,716</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">911</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">796</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,474</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,530</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,003</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">912</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,716</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11,415</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,756</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(93</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">04/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">562</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">140</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">05/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">175</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">715</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">669</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">165</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">886</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,716</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">DUB</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">CZK</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,966</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">272</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">HUF</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">150,847</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">471</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">FBF</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,474</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">786</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">802</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,474</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">781</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,474</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

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

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

<TD VALIGN="bottom"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="92%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>60</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">See&nbsp;Accompanying&nbsp;Notes</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="94%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD 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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">


<TR>

<TD WIDTH="43%"></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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Counterparty</B></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Settlement<BR>Month</B></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Currency to<BR>be Delivered</B></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Currency to<BR>be Received</B></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Unrealized&nbsp;Appreciation/<BR>(Depreciation)</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Asset</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Liability</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">GLM</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,729</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,060</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">435</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,060</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,732</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">HUF</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">42,434</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">HUS</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">CAD</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">85</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">67</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">CZK</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">192</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">380</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">285</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">RBC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">CAD</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">90</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">70</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">RYL</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">641</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">486</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">114</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">ZAR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,884</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">SCX</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">23,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">25,927</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(258</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,372</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18,110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">140</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">TOR</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">MXN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">740</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Forward Foreign Currency Contracts</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;325</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(999</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>SWAP AGREEMENTS: </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>INTEREST RATE SWAPS </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt" ALIGN="center">


<TR>

<TD></TD>

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

<TD VALIGN="bottom"></TD>
<TD WIDTH="23%"></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="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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Pay/Receive<BR>Floating&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Floating&nbsp;Rate&nbsp;Index</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Fixed&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Notional<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Swap&nbsp;Agreements,<BR>at&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">BOA</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT>
<FONT STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><FONT STYLE="white-space:nowrap">Semi-Annual</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/20/2027</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;14,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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="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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">GLM</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT>
<FONT STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/17/2027</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">14,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT>
<FONT STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/24/2027</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT>
<FONT STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/12/2029</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">39</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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="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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">MYC</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT>
<FONT STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><FONT STYLE="white-space:nowrap">Semi-Annual</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/15/2027</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="18"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow; "><FONT COLOR="#333333"><B>Total Swap Agreements</B></FONT></P></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(11</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;144</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;133</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>FINANCIAL DERIVATIVE INSTRUMENTS: OVER
THE COUNTER SUMMARY </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">The following is a summary by
counterparty of the market value of OTC financial derivative instruments and collateral pledged/(received) as of December&nbsp;31, 2021: </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt" ALIGN="center">


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<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Financial Derivative Assets</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Financial Derivative Liabilities</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Forward<BR>Foreign<BR>Currency<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Purchased<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Total<BR>Over&nbsp;the<BR>Counter</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Forward<BR>Foreign<BR>Currency<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Written<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Total<BR>Over&nbsp;the<BR>Counter</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Net Market<BR>Value&nbsp;of&nbsp;OTC<BR>Derivatives</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Collateral<BR>Pledged/<BR>(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Net<BR>Exposure<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BOA</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">174</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
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<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(139</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">35</FONT></TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(429</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(429</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(414</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;342</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(72</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">CBK</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(42</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(42</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">DUB</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">FBF</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">GLM</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">77</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">81</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">81</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">HUS</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4</FONT></TD>
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<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">MYC</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">16</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">16</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">16</FONT></TD>
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<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">RBC</FONT></P></TD>
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<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">RYL</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">18</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">18</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">18</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">18</FONT></TD>
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<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">SCX</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(258</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(258</FONT></TD>
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<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">TOR</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Over the Counter</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;325</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;133</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;458</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(999</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(999</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD 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:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(r)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Securities with an aggregate market value of $342 have been pledged as collateral for
financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of December&nbsp;31, 2021. </B></FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 information. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD WIDTH="87%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" NOWRAP>See Accompanying Notes</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>61</B></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="91%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Schedule&nbsp;of&nbsp;Investments</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt" COLOR="#7f7f7f"><B>PIMCO&nbsp;Strategic&nbsp;Income&nbsp;Fund,&nbsp;Inc.</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>FAIR VALUE OF FINANCIAL DERIVATIVE
INSTRUMENTS </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT 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 and Other Risks, in the Notes to Financial Statements on risks of the Fund. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Fair Values of Financial Derivative Instruments on the Statements of
Assets and Liabilities as of December&nbsp;31, 2021: </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="22" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Derivatives not accounted for as hedging instruments</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Commodity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Credit<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Equity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Foreign<BR>Exchange<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Interest<BR>Rate&nbsp;Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Financial Derivative Instruments - Assets</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Exchange-traded or centrally cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Swap Agreements<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">241</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">247</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Over the counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Forward Foreign Currency
Contracts<SUP STYLE="font-size:85%; vertical-align:top"> </SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">325</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">325</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Swap Agreements<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">133</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">133</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">325</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">133</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">458</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">325</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">374</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">705</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="25"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Financial Derivative Instruments -
Liabilities</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Exchange-traded or centrally cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Swap Agreements<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">474</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">475</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Over the counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Forward Foreign Currency
Contracts<SUP STYLE="font-size:85%; vertical-align:top"> </SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">999</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">999</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;999</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;474</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,474</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">The effect of Financial Derivative
Instruments on the Statements of Operations for the period ended December&nbsp;31, 2021: </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<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="5%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="22" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Derivatives not accounted for as hedging instruments</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Commodity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Credit<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Equity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Foreign<BR>Exchange<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Interest<BR>Rate&nbsp;Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Net Realized Gain (Loss) on Financial Derivative
Instruments</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Exchange-traded or centrally cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Futures<SUP STYLE="font-size:85%; vertical-align:top"> </SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">951</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">951</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Swap Agreements<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(5,048</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(5,008</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,097</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(4,057</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Over the counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Forward Foreign Currency
Contracts<SUP STYLE="font-size:85%; vertical-align:top"> </SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,472</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,472</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Purchased Options<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Swap Agreements<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">273</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">273</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,472</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">272</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,744</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,472</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(3,825</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(313</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="25"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Net Change in Unrealized Appreciation (Depreciation) on
Financial Derivative Instruments</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Exchange-traded or centrally cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Futures<SUP STYLE="font-size:85%; vertical-align:top"> </SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(458</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(458</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Swap Agreements<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,821</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,016</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,363</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,558</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Over the counter</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Forward Foreign Currency
Contracts<SUP STYLE="font-size:85%; vertical-align:top"> </SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,032</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,032</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Purchased Options<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Swap Agreements<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(66</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(66</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,032</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(65</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,097</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(2,032</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">461</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">

<TR>

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

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

<TD VALIGN="bottom"></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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="92%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>62</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="94%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD 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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>FAIR VALUE MEASUREMENTS </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">The following is a summary of the fair valuations according to the inputs used as of December<B></B>&nbsp;31, 2021 in valuing the Fund&#146;s
assets and liabilities: </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<TR>

<TD WIDTH="47%"></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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Category and Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Level&nbsp;1</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Level&nbsp;2</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Fair<BR>Value&nbsp;at<BR>12/31/2021</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Investments in Securities, at Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Loan Participations and Assignments</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">47,003</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11,772</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">58,775</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Corporate Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Banking&nbsp;&amp; Finance</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">40,686</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,437</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">44,123</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;112,032</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;11,716</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;123,748</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">25,032</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">25,032</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Convertible Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Banking&nbsp;&amp; Finance</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">756</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">756</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Municipal Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">California</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Illinois</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">151</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">151</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Puerto Rico</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,691</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,691</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">West Virginia</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,819</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,819</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">U.S. Government Agencies</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">329,698</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">329,698</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> <FONT
STYLE="white-space:nowrap">Mortgage-Backed&nbsp;Securities</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">61,837</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">61,837</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Asset-Backed Securities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">13,743</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,071</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">18,814</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Sovereign Issues</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">18,423</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">18,423</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Common Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Communication Services</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,399</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,001</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Energy</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">483</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">489</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">42</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,807</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,849</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Materials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,777</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,777</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Warrants</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Information Technology</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">695</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">695</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Preferred Securities</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Banking&nbsp;&amp; Finance</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">22,041</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">22,041</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Real Estate Investment Trusts</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Real Estate</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,362</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,362</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">


<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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Category and Subcategory</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Level&nbsp;1</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Level&nbsp;2</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Level&nbsp;3</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Fair<BR>Value&nbsp;at<BR>12/31/2021</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Short-Term Instruments</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Repurchase Agreements</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,823</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,823</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Short-Term Notes</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Argentina Treasury Bills</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">U.S. Treasury Bills</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12,597</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12,597</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Total Investments</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;5,244</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;698,756</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;41,282</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;745,282</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Short Sales, at Value&nbsp;-&nbsp;Liabilities
21.</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">U.S. Government Agencies</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,778</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,778</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Financial Derivative Instruments - Assets</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Exchange-traded or centrally cleared</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">247</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">247</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Over the counter</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">458</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">458</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">705</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">705</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Financial Derivative Instruments -
Liabilities</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Exchange-traded or centrally cleared</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(475</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(475</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Over the counter</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(999</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(999</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,474</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,474</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Total Financial Derivative&nbsp;Instruments</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(769</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(769</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Totals</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,244</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">695,209</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">41,282</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">741,735</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> </div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">The following is a
reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended December&nbsp;31, 2021: </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<TR>

<TD WIDTH="33%"></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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Category and Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Beginning<BR>Balance<BR>at&nbsp;06/30/2021</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Net<BR>Purchases</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Net<BR>Sales/<BR>Settlements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Accrued<BR>Discounts/<BR>(Premiums)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Realized<BR>Gain/(Loss)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Net Change
in<BR>Unrealized<BR>Appreciation/<BR>(Depreciation)<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Transfers&nbsp;into<BR>Level 3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Transfers&nbsp;out<BR>of Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Ending<BR>Balance<BR>at&nbsp;12/31/2021</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Net Change in<BR>Unrealized<BR>Appreciation/<BR>(Depreciation)<BR>on&nbsp;Investments<BR>Held at<BR>12/31/2021<SUP
STYLE="font-size:85%; vertical-align:top">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="40"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Investments in Securities, at Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Loan Participations and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,996</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">9,072</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(159</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(73</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(64</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11,772</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="40"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Corporate Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Banking&nbsp;&amp; Finance</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">117</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,437</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">117</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7,256</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(64</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,531</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11,716</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Asset-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,781</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(710</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,071</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(710</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="40"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Common Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Communication&nbsp;Services</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,282</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(281</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,001</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(281</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Energy</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,630</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,177</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,807</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,177</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Materials<SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,817</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,777</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="40"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Warrants</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Information&nbsp;Technology</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">626</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">695</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR 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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Totals</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;20,452</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;16,334</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(223</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(73</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;261</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;4,531</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;41,282</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;181</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">

<TR>

<TD WIDTH="87%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow; ">See Accompanying Notes</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>SEMIANNUAL&nbsp;REPORT</B></FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center"><FONT STYLE="font-family:Arial Narrow; ">&#124;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">DECEMBER&nbsp;31,&nbsp;2021</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>63</B></FONT></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

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<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="91%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Schedule&nbsp;of&nbsp;Investments</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt" COLOR="#7f7f7f"><B>PIMCO&nbsp;Strategic&nbsp;Income&nbsp;Fund,&nbsp;Inc.</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></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:8pt; font-family:Arial Narrow"><FONT 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 hierarchy: </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<TR>

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

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

<TD VALIGN="bottom"></TD>
<TD WIDTH="19%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="12%"></TD>

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

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

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Category&nbsp;and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Ending<BR>Balance<BR>at&nbsp;12/31/2021</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Valuation<BR>Technique</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Unobservable<BR>Inputs</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD COLSPAN="2" ROWSPAN="2" VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>(% Unless Noted Otherwise)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Input Value(s)<BR></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Weighted<BR>Average</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="20"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Investments in Securities, at Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Loan&nbsp;Participations&nbsp;and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8,578</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Proxy&nbsp;Pricing</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Base Price</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">99.610-100.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">99.726</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Third Party Vendor</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Broker Quote</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">59.500-100.125</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">96.415</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="20"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Corporate Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Banking&nbsp;&amp; Finance</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,437</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Discounted&nbsp;Cash&nbsp;Flow</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Discount Rate</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4.560</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,467</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Reference Instrument</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Weighted&nbsp;Average</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">BRL</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"> 50.472</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7,249</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Proxy Pricing</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Base Price</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">100.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Asset-Backed Securities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,071</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Proxy Pricing</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Base Price</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><FONT STYLE="white-space:nowrap">&nbsp;&nbsp;&nbsp;&nbsp;7,069.430-38,911.497</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">20,115.465</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="20"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Common Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Communication Services</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,001</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP
STYLE="font-size:85%; vertical-align:top">(3)</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&#151;</FONT></P></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 NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Energy</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP
STYLE="font-size:85%; vertical-align:top">(3)</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&#151;</FONT></P></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 NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,807</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Discounted Cash Flow</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Discount Rate</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"> 10.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Materials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,777</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Comparable Companies</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">EBITDA Multiple</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">X</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"> 9.900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="20"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Warrants</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Information Technology</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">695</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Comparable Companies</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">EBITDA Multiple</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">X</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"> 4.375</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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;</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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Total</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;41,282</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&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;</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="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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;</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:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in
Unrealized Appreciation/(Depreciation) on Investments Held at December&nbsp;31, 2021 may be due to an investment no longer held or categorized as Level&nbsp;3 at period end. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">Sector type updated from Financials to Materials since prior fiscal year end.
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 Fund. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

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

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

<TD VALIGN="bottom"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="92%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>64</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">See&nbsp;Accompanying&nbsp;Notes</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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; font-family:ARIAL; font-size:13pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="91%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Consolidated&nbsp;Schedule&nbsp;of&nbsp;Investments</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt" COLOR="#7f7f7f"><B><A NAME="tx278218_33"></A>PIMCO&nbsp;Dynamic&nbsp;Income&nbsp;Fund</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></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:8pt; font-family:Arial Narrow"><B>(Amounts in thousands*, except number of shares, contracts, units and ounces, if any) </B></P>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>INVESTMENTS IN SECURITIES 174.8%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>LOAN PARTICIPATIONS AND ASSIGNMENTS 29.8%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>AAdvantage Loyalty IP Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% (LIBOR03M &#043; 4.750%) due&nbsp;04/20/2028 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,397</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,755</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Air Canada</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.250% (LIBOR03M &#043; 3.500%) due&nbsp;08/11/2028 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,005</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Albion Financing 3 SARL</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% (LIBOR03M &#043; 5.250%) due&nbsp;08/17/2026 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,707</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>AP Core Holdings II, LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.250% (LIBOR03M &#043; 5.500%) due&nbsp;09/01/2027 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,875</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,893</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>BWAY Holding Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.354% (LIBOR03M &#043; 3.250%) due&nbsp;04/03/2024 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,922</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,807</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Caesars Resort Collection LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.854% (LIBOR03M &#043; 2.750%) due&nbsp;12/23/2024 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,622</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,592</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.604% (LIBOR03M &#043; 3.500%) due&nbsp;07/21/2025 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Carnival Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.750% (EUR003M &#043; 3.750%) due&nbsp;06/30/2025 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">22,734</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">25,806</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.000% (LIBOR03M &#043; 3.250%) due&nbsp;10/18/2028 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,469</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,395</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Casino Guichard Perrachon S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.419% (EUR003M &#043; 4.000%) due&nbsp;08/31/2025 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,636</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Cengage Learning, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% (LIBOR03M &#043; 4.750%) due&nbsp;06/29/2026 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,749</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,795</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Clear Channel Outdoor Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.629% (LIBOR03M &#043; 3.500%) due&nbsp;08/21/2026 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,727</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,605</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Cobham Ultra SeniorCo SARL</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.750% due&nbsp;11/16/2028</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,585</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.250% due&nbsp;11/16/2028</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,403</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Coty, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.353% (LIBOR03M &#043; 2.250%) due&nbsp;04/07/2025 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">32,506</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">32,085</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Cromwell EREIT Lux Finco SARL</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.942% (EUR003M &#043; 1.500%) due&nbsp;11/21/2024 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,243</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Dei Sales, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.604% (LIBOR03M &#043; 5.500%) due&nbsp;04/28/2028 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,839</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,839</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>DirecTV Financing LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% (LIBOR03M &#043; 5.000%) due&nbsp;08/02/2027 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,910</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,920</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Emerald TopCo, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.629% (LIBOR03M &#043; 3.500%) due&nbsp;07/24/2026 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">693</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">691</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Encina Private Credit LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">TBD% (LIBOR03M &#043; 3.716%) due&nbsp;11/30/2025
&laquo;~&micro;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,276</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,276</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Envision Healthcare Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.854% (LIBOR03M &#043; 3.750%) due&nbsp;10/10/2025 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">162,357</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;131,144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Excel Fitness Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.250% (LIBOR03M &#043; 5.250%) due&nbsp;10/07/2025 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,691</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,685</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>ExGen Texas Power LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.750% (LIBOR03M &#043; 6.750%) due&nbsp;10/08/2026 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">63,003</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">63,189</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Fintrax International Holdings</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.250% (EUR003M &#043; 5.250%) due&nbsp;12/18/2026 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,505</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Fly Funding SARL</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.000% (LIBOR03M &#043; 6.000%) due&nbsp;10/08/2025 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,898</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,676</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Forbes Energy Services LLC (7.000% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.000% due&nbsp;06/30/2022 &laquo;(d)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<TR>

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

<TD VALIGN="bottom"></TD>
<TD WIDTH="7%"></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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Forest City Enterprises LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.601% (LIBOR03M &#043; 3.500%) due&nbsp;12/08/2025 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">84</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Frontier Communications Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.500% (LIBOR03M &#043; 3.750%) due&nbsp;05/01/2028 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,039</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,053</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Gateway Casinos&nbsp;&amp; Entertainment
Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">TBD% (LIBOR03M &#043; 8.000%) due&nbsp;10/15/2027 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">90,421</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">90,478</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.750% due&nbsp;10/22/2027 &laquo;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">CAD</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19,727</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15,615</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Gibson Brands, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% (LIBOR03M &#043; 5.000%) due&nbsp;08/11/2028 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,374</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>GIP Blue Holding LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.000% (LIBOR03M &#043; 4.500%) due&nbsp;09/29/2028 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">21,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">21,673</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Grinding Media, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.750% (LIBOR03M &#043; 4.000%) due&nbsp;10/12/2028 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,895</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,896</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B><FONT STYLE="white-space:nowrap">II-VI,</FONT>
Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">TBD% (LIBOR03M &#043; 2.750%) due&nbsp;12/01/2028 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,248</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,248</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Instant Brands Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% (LIBOR03M &#043; 5.000%) due&nbsp;04/12/2028 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,198</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Intelsat Jackson Holdings S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.250% due&nbsp;12/01/2028 &laquo;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,575</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;11,566</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.392% (LIBOR03M &#043; 4.750%) due&nbsp;10/13/2022 ~&micro;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,841</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,893</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.000% (PRIME &#043; 4.750%) due&nbsp;11/27/2023&nbsp;~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,920</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,922</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.750% (PRIME &#043; 5.500%) due&nbsp;01/02/2024 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>KKR Apple Bidco, LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.250% (LIBOR03M &#043; 5.750%) due&nbsp;09/21/2029 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,244</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Kronos Acquisition Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.000% due&nbsp;12/22/2026 &laquo;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,217</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Lealand Finance Company B.V.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.104% (LIBOR03M &#043; 3.000%) due&nbsp;06/28/2024 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">385</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">229</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Lealand Finance Company B.V. (1.104% Cash and 3.000%
PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.104% (LIBOR03M &#043; 1.000%) due&nbsp;06/30/2025 ~(d)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,553</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,480</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>LifeMiles Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.250% (LIBOR03M &#043; 5.250%) due&nbsp;08/30/2026 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17,847</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17,819</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Mattress Firm, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.000% (LIBOR03M &#043; 4.250%) due&nbsp;09/25/2028 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,890</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Mavenir Systems, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.250% (LIBOR03M &#043; 4.750%) due&nbsp;08/18/2028 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,012</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>MPH Acquisition Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.750% (LIBOR03M &#043; 4.250%) due&nbsp;08/17/2028 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,803</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Otterham Property Finance DAC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">TBD% (EUR003M &#043; 3.000%) due&nbsp;09/03/2026 &laquo;~(l)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,949</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,676</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Preylock Reitman Santa Cruz LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">TBD% - 6.500% (LIBOR03M &#043; 5.500%) due&nbsp;11/09/2022
&laquo;~(l)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">36,599</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Project Anfora Senior</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">TBD% (EUR003M &#043; 2.750%) due&nbsp;10/01/2026 &laquo;~(l)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">36,830</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">40,975</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Project Quasar Pledgco SLU</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">TBD% (EUR003M &#043; 3.250%) due&nbsp;09/06/2025 &laquo;~(l)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">33,438</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">31,978</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Promotora de Informaciones S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">TBD% (EUR003M &#043; 4.500%) due&nbsp;11/30/2022 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">45,722</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">50,737</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">TBD% due&nbsp;11/30/2022</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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="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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>PUG LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.604% (LIBOR03M &#043; 3.500%) due&nbsp;02/12/2027 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,454</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,405</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.750% (LIBOR03M &#043; 4.250%) due&nbsp;02/12/2027 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,496</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,496</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Quantum Bidco Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;01/29/2028 &laquo;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,007</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.079% due&nbsp;01/29/2028 &laquo;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20,075</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Redstone Buyer LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.500% (LIBOR03M &#043; 7.750%) due&nbsp;04/27/2029 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,860</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>RegionalCare Hospital Partners Holdings,
Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.852% (LIBOR03M &#043; 3.750%) due&nbsp;11/16/2025 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Republic of Cote d&#146;lvoire</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.000% (EUR003M &#043; 5.000%) due&nbsp;03/19/2027 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Rising Tide Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% (LIBOR03M &#043; 4.750%) due&nbsp;06/01/2028 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17,114</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17,093</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Royal Caribbean Cruises Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.494% due&nbsp;10/12/2022 &micro;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">31,250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">30,286</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Sasol Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.603% (LIBOR03M &#043; 1.600%) due&nbsp;11/23/2022
&laquo;~&micro;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">35,194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">34,039</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Scientific Games International, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.854% (LIBOR03M &#043; 2.750%) due&nbsp;08/14/2024 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,588</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,584</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Sequa Mezzanine Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.750% (LIBOR03M &#043; 6.750%) due&nbsp;11/28/2023 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15,373</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15,498</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">11.750% (LIBOR03M &#043; 10.750%) due&nbsp;04/28/2024 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">76,240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">76,216</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Sierra Hamilton LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">TBD% due&nbsp;09/12/2023 &laquo;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Sigma Bidco B.V.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.500% (EUR003M &#043; 3.500%) due&nbsp;07/02/2025 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">690</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">764</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.750% (WIBOR03M &#043; 3.500%) due&nbsp;03/31/2025 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">PLN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">85,527</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19,741</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>SkyMiles IP Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.750% (LIBOR03M &#043; 3.750%) due&nbsp;10/20/2027 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,484</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Softbank Vision Fund</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.000% due&nbsp;12/21/2025 &laquo;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">39,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">39,112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Southwestern Energy Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.000% due&nbsp;06/22/2027</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Spirit AeroSystems Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.250% (LIBOR03M &#043; 3.750%) due&nbsp;01/15/2025 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,479</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,486</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Steenbok Lux Finco 2 SARL</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">TBD% due&nbsp;12/31/2022</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">24,176</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">24,978</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Steenbok Lux Finco 2 SARL (10.750% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">10.750% (EUR003M) due&nbsp;12/29/2022 ~(d)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100,567</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">104,333</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Steenbok Lux Finco 2 SARL (7.875% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.875% (EUR003M) due&nbsp;12/29/2022 ~(d)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15,809</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Sunseeker International Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">TBD% (LIBOR03M &#043; 5.500%) due&nbsp;10/31/2028
&laquo;~&micro;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">25,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">25,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Sunshine Luxembourg VII SARL</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.500% (LIBOR03M &#043; 3.750%) due&nbsp;10/01/2026 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Surgery Center Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.500% (LIBOR03M &#043; 3.750%) due&nbsp;08/31/2026 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">794</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">795</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Syniverse Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.500% due&nbsp;10/15/2028 &laquo;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">129,530</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;128,944</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% (LIBOR03M &#043; 5.000%) due&nbsp;03/09/2023 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">105,375</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">104,782</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">10.000% (LIBOR03M &#043; 9.000%) due&nbsp;03/11/2024 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18,877</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18,775</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Team Health Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.750% (LIBOR03M &#043; 2.750%) due&nbsp;02/06/2024 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">73,612</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">70,694</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE> </div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD WIDTH="87%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" NOWRAP>See Accompanying Notes</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>65</B></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="91%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Consolidated&nbsp;Schedule&nbsp;of&nbsp;Investments</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt" COLOR="#7f7f7f"><B>PIMCO&nbsp;Dynamic&nbsp;Income&nbsp;Fund</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR></TABLE>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Telemar Norte Leste S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.336% (LIBOR03M &#043; 1.750%) due&nbsp;02/26/2035 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">51,145</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20,202</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>TK Elevator Midco GmbH</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.625% (EUR003M &#043; 3.625%) due&nbsp;07/29/2027 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,337</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>U.S. Foods, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.841% due&nbsp;11/17/2028</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,401</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>U.S. Renal Care, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.104% (LIBOR03M &#043; 5.000%) due&nbsp;06/26/2026 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,494</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,432</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% (LIBOR03M &#043; 5.500%) due&nbsp;06/26/2026 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,075</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,898</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>United Airlines, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.500% (LIBOR03M &#043; 3.750%) due&nbsp;04/21/2028 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,687</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Univision Communications, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.750% (LIBOR03M &#043; 2.750%) due&nbsp;03/15/2024 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,810</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,813</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Veritas U.S., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% (LIBOR03M &#043; 5.000%) due&nbsp;09/01/2025 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,719</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,724</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Viad Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% (LIBOR03M &#043; 5.000%) due&nbsp;07/30/2028 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,791</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,786</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Westmoreland Mining Holdings LLC (15.000%
PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">15.000% due&nbsp;03/15/2029 (d)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20,589</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,177</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Windstream Services LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.250% (LIBOR03M &#043; 6.250%) due&nbsp;09/21/2027 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,386</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Loan Participations and Assignments
(Cost&nbsp;$1,626,704)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;1,607,950</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>CORPORATE BONDS&nbsp;&amp; NOTES 52.7%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>BANKING&nbsp;&amp; FINANCE 11.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>ADLER Real Estate AG</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.875% due&nbsp;04/27/2023</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.000% due&nbsp;04/27/2026</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">210</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Ally Financial, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.000% due&nbsp;11/01/2031 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">478</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">658</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Ambac Assurance Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.100% due&nbsp;12/31/2099 (j)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Apollo Commercial Real Estate Finance,
Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.625% due&nbsp;06/15/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,554</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Asteroid Private Merger Sub, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.500% due&nbsp;11/15/2029</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,353</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Banca Monte dei Paschi di Siena SpA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.875% due&nbsp;01/09/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20,232</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">22,473</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.625% due&nbsp;04/28/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">27,530</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">31,442</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.625% due&nbsp;09/24/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">35,346</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">41,075</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.375% due&nbsp;01/18/2028 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,989</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12,612</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.000% due&nbsp;01/22/2030 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,920</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,244</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.500% due&nbsp;09/10/2030 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,762</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,670</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">10.500% due&nbsp;07/23/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17,716</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19,246</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Banco de Credito del Peru</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.650% due&nbsp;09/17/2024</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,594</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Barclays PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.125%&nbsp;due<BR>12/15/2025&nbsp;&#149;(j)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,517</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.375%&nbsp;due<BR>12/15/2025&nbsp;&#149;(j)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,836</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.125%&nbsp;due<BR>06/15/2025&nbsp;&#149;(j)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,257</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.250%&nbsp;due<BR>03/15/2023&nbsp;&#149;(j)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,055</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,914</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.750%&nbsp;due<BR>09/15/2023&nbsp;&#149;(j)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,163</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.875%&nbsp;due<BR>09/15/2022&nbsp;&#149;(j)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,782</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.000%&nbsp;due<BR>06/15/2024&nbsp;&#149;(j)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,659</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>CIFI Holdings Group Co. Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.375% due&nbsp;04/12/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">368</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.450% due&nbsp;08/17/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">279</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.250% due&nbsp;05/13/2026</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Claveau Re Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">17.278% <FONT STYLE="white-space:nowrap">(T-BILL</FONT> 3MO &#043; 17.250%)
due&nbsp;07/08/2028 ~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Corestate Capital Holding S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.500% due&nbsp;04/15/2023</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">201</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Cosaint Re Pte Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.273% <FONT STYLE="white-space:nowrap">(T-BILL</FONT> 1MO &#043; 9.250%)
due&nbsp;04/03/2028 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">618</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Country Garden Holdings Co. Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.700% due&nbsp;07/12/2026</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">171</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.125% due&nbsp;10/22/2025</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">177</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.875% due&nbsp;10/22/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">698</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.800% due&nbsp;08/06/2030</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">182</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.150% due&nbsp;09/17/2025</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">977</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.000% due&nbsp;01/27/2024</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">202</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Credit Agricole S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.875% due&nbsp;01/23/2024 &#149;(j)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">329</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Credit Suisse Group AG</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.250% due&nbsp;02/11/2027 &#149;(j)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">207</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.250% due&nbsp;09/12/2025 &#149;(j)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">960</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,055</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.500% due&nbsp;07/17/2023 &#149;(j)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,390</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Doric Nimrod Air Alpha Pass-Through Trust</B></FONT></P></TD>

<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.250% due&nbsp;05/30/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">75</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">75</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Doric Nimrod Air Finance Alpha Ltd. Pass-Through
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.125% due&nbsp;11/30/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Fairfax India Holdings Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.000% due&nbsp;02/26/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,405</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>FloodSmart Re Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">13.028% <FONT STYLE="white-space:nowrap">(T-BILL</FONT> 3MO &#043; 13.000%)
due&nbsp;03/01/2024 ~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,084</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,160</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">16.778% <FONT STYLE="white-space:nowrap">(T-BILL</FONT> 3MO &#043; 16.750%)
due&nbsp;03/01/2024 ~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,737</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Ford Motor Credit Co. LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.330% due&nbsp;11/25/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">594</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.386% due&nbsp;02/17/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">716</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Fortress Transportation&nbsp;&amp; Infrastructure Investors
LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due&nbsp;10/01/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,286</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Huarong Finance Co. Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.375% due&nbsp;02/24/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">771</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.625% due&nbsp;09/30/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">868</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.875% due&nbsp;11/13/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,173</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.250% due&nbsp;11/07/2027</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">203</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.500% due&nbsp;05/29/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.750% due&nbsp;04/27/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,241</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.950% due&nbsp;11/07/2047 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">773</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Jefferson Capital Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;08/15/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18,685</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;18,938</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>MGM Growth Properties Operating Partnership
LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.875% due&nbsp;02/15/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,465</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.500% due&nbsp;09/01/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.500% due&nbsp;01/15/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">325</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due&nbsp;02/01/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,244</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>National Health Investors, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.000% due&nbsp;02/01/2031</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">193</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Natwest Group PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;12/29/2025 &#149;(j)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,071</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.000% due&nbsp;08/10/2025 &#149;(j)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,802</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12,555</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Newmark Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.125% due&nbsp;11/15/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">66</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>PennyMac Financial Services, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due&nbsp;09/15/2031 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,482</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,499</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Pinnacol Assurance</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.625% due&nbsp;06/25/2034 &laquo;(l)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">36,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">47,984</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>PRA Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.375% due&nbsp;09/01/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,573</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Preferred Term Securities Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.583% (US0003M &#043; 0.380%) due&nbsp;09/23/2035 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Sberbank of Russia Via SB Capital S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.125% due&nbsp;02/07/2022 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">602</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Seazen Group Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.450% due&nbsp;07/13/2025</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">168</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;08/12/2024</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.150% due&nbsp;04/15/2023</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">187</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Sunac China Holdings Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.000% due&nbsp;07/09/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<TR>

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

<TD VALIGN="bottom"></TD>
<TD WIDTH="7%"></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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Tesco Property Finance PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.052% due&nbsp;10/13/2039 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,326</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,542</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Toll Road Investors Partnership LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;02/15/2043 (h)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">32,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,697</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Unique Pub Finance Co. PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.659% due&nbsp;06/30/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,670</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.395% due&nbsp;03/28/2024</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,358</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,630</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Uniti Group LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;01/15/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">51,751</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">49,875</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due&nbsp;02/15/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,015</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,998</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.875% due&nbsp;02/15/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">76,481</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">79,919</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Voyager Aviation Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.500% due&nbsp;05/09/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">122,450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">114,645</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>XP, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.250% due&nbsp;07/01/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,697</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;624,239</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>INDUSTRIALS 33.1%</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD 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 STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Air Canada</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.875% due&nbsp;08/15/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,881</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.625% due&nbsp;08/15/2029</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">CAD</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">553</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Air Canada Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.250% due&nbsp;10/01/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">874</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">954</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Altice Financing S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.250% due&nbsp;08/15/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,695</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due&nbsp;08/15/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19,867</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19,698</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Altice France S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.250% due&nbsp;10/15/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,382</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due&nbsp;10/15/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,032</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>American Airlines Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.350% due&nbsp;04/15/2031 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">648</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">662</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.375% due&nbsp;11/01/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">68</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">67</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.700% due&nbsp;04/01/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">813</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">826</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>American Airlines, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due&nbsp;04/20/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,166</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due&nbsp;04/20/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">321</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Arches Buyer, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.250% due&nbsp;06/01/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,006</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Associated Materials LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.000% due&nbsp;09/01/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">29,873</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">31,995</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>BCP Modular Services Finance PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.125% due&nbsp;11/30/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,560</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,463</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Boeing Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.705% due&nbsp;05/01/2040 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,234</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,305</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.805% due&nbsp;05/01/2050 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,065</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,228</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.930% due&nbsp;05/01/2060 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,393</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,679</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Bombardier, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.125% due&nbsp;06/15/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">30,988</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">32,187</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.500% due&nbsp;12/01/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17,648</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18,410</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.500% due&nbsp;03/15/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">29,390</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">29,977</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.875% due&nbsp;04/15/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">23,201</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">24,090</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>British Airways Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.250% due&nbsp;05/15/2034 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">61</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Buffalo Thunder Development Authority</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;11/15/2029 &laquo;(l)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,483</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">11.000% due&nbsp;12/09/2022 ^(e)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,598</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,855</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Carnival Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.000% due&nbsp;08/01/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,493</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,468</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">10.500% due&nbsp;02/01/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">229</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>CGG S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.750% due&nbsp;04/01/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">38,535</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">43,686</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.750% due&nbsp;04/01/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">56,461</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">55,834</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Charter Communications Operating LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.950% due&nbsp;06/30/2062 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Cia de Minas Buenaventura SAA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due&nbsp;07/23/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">391</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Community Health Systems, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.625% due&nbsp;02/15/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,465</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.000% due&nbsp;03/15/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,179</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,398</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Constellation Oil Services Holding S.A. (10.000%
PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">10.000% due&nbsp;11/09/2024 ^(d)(e)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">570</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">159</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Corp. GEO S.A.B. de C.V.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.875% due&nbsp;03/27/2022 ^&laquo;(e)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE> </div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

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

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

<TD VALIGN="bottom"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="92%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>66</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">See&nbsp;Accompanying&nbsp;Notes</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="94%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD 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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Coty, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.875% due&nbsp;04/15/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.000% due&nbsp;04/15/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">344</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.750% due&nbsp;01/15/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,969</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.000% due&nbsp;04/15/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,355</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>CVS Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.507% due&nbsp;01/10/2032 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,931</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,392</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Delta Air Lines, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.375% due&nbsp;01/15/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,488</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,467</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Deluxe Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.000% due&nbsp;06/01/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">23,650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">24,748</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>DIRECTV Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.875% due&nbsp;08/15/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,845</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>DISH DBS Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.250% due&nbsp;12/01/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,779</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due&nbsp;12/01/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">21,710</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">21,968</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Dufry One BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.000% due&nbsp;02/15/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,156</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,523</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.500% due&nbsp;10/15/2024</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.625% due&nbsp;04/15/2026</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">CHF</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,287</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Endure Digital, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;02/15/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,917</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Envision Healthcare Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.750% due&nbsp;10/15/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">24,896</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,343</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Exela Intermediate LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">11.500% due&nbsp;07/15/2026</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">697</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">495</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Fair Isaac Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.000% due&nbsp;06/15/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,942</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Ferroglobe PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.375% due&nbsp;12/31/2025 (l)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>First Quantum Minerals Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due&nbsp;03/01/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,456</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,544</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.875% due&nbsp;03/01/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,401</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Fresh Market, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.750% due&nbsp;05/01/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">33,556</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">34,561</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Frontier Communications Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;01/15/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,262</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,351</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Full House Resorts, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.250% due&nbsp;02/15/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,569</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Garda World Security Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;06/01/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,339</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Gazprom PJSC Via Gaz Capital S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.288% due&nbsp;08/16/2037 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.625% due&nbsp;04/28/2034 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,081</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,529</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Grifols Escrow Issuer S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.875% due&nbsp;10/15/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,164</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Guara Norte SARL</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.198% due&nbsp;06/15/2034 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,866</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Hawaiian Brand Intellectual Property Ltd.</B></FONT></P></TD>

<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due&nbsp;01/20/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,257</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Hertz Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.000% due&nbsp;12/01/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,908</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Howard Midstream Energy Partners LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.750% due&nbsp;01/15/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">616</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B><FONT STYLE="white-space:nowrap">II-VI,</FONT>
Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.000% due&nbsp;12/15/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">543</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">556</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Intelsat Connect Finance S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.500% due&nbsp;02/15/2023 ^(e)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,038</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">313</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Intelsat Jackson Holdings S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.000% due&nbsp;12/01/2029 &laquo;(c)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">129,139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;129,012</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due&nbsp;08/01/2023 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">66,494</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">30,182</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.000% due&nbsp;02/15/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,763</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,793</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.500% due&nbsp;10/15/2024 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">73,169</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">33,612</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.750% due&nbsp;07/15/2025 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">44,018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20,255</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Intelsat Luxembourg S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.125% due&nbsp;06/01/2023 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,040</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Iris Holdings, Inc. (8.750% Cash or 9.500%
PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.750% due&nbsp;02/15/2026 (d)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,924</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Jaguar Land Rover Automotive PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.500% due&nbsp;01/15/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,097</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.875% due&nbsp;11/15/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Kleopatra Holdings S.C.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due&nbsp;09/01/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">210</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Las Vegas Sands Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.200% due&nbsp;08/08/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Marriott Ownership Resorts, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.125% due&nbsp;09/15/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Match Group Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.625% due&nbsp;10/01/2031 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,307</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Mclaren Finance PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.500% due&nbsp;08/01/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,813</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Melco Resorts Finance Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.375% due&nbsp;12/04/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,332</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due&nbsp;07/21/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">37,128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">37,385</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>MGM China Holdings Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.750% due&nbsp;02/01/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,388</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.250% due&nbsp;06/18/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,391</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.375% due&nbsp;05/15/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.875% due&nbsp;05/15/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,505</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Midas OpCo Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.625% due&nbsp;08/15/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">923</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Mohegan Gaming&nbsp;&amp; Entertainment</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.000% due&nbsp;02/01/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,154</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Molina Healthcare, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.875% due&nbsp;05/15/2032 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,016</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>MPH Acquisition Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due&nbsp;09/01/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,535</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,696</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>NCL Corp. Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">10.250% due&nbsp;02/01/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">29,357</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">34,176</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">12.250% due&nbsp;05/15/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,241</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Nissan Motor Co. Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.810% due&nbsp;09/17/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,687</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Noble Corp. PLC (11.000% Cash or 15.000%
PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">11.000% due&nbsp;02/15/2028 (d)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">447</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">497</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Norfolk Southern Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.100% due&nbsp;05/15/2121</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">114</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Odebrecht Oil&nbsp;&amp; Gas Finance Ltd.</B></FONT></P></TD>

<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;01/31/2022 (h)(j)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Oi Movel S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.750% due&nbsp;07/30/2026</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,421</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,662</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Olympus Water U.S. Holding Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.375% due&nbsp;10/01/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,429</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Ortho-Clinical Diagnostics, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.250% due&nbsp;02/01/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,302</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,402</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.375% due&nbsp;06/01/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">785</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">829</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Petroleos Mexicanos</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.950% due&nbsp;01/28/2031 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,145</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,773</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.625% due&nbsp;06/15/2035 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12,753</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.700% due&nbsp;02/16/2032 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">69,051</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;69,878</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.750% due&nbsp;09/21/2047 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">25,820</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">22,966</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.950% due&nbsp;01/28/2060 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">894</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.690% due&nbsp;01/23/2050 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18,477</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17,867</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Petrorio Luxembourg SARL</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.125% due&nbsp;06/09/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12,785</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12,839</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Prosus NV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.031% due&nbsp;08/03/2032 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">565</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.832% due&nbsp;02/08/2051 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">25,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">23,938</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.027% due&nbsp;08/03/2050 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>QVC, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.950% due&nbsp;03/15/2043 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,390</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,380</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Rolls-Royce PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.625% due&nbsp;05/09/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,417</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.375% due&nbsp;06/18/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">272</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.625% due&nbsp;10/14/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,016</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.625% due&nbsp;02/16/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,275</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due&nbsp;10/15/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,335</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due&nbsp;10/15/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,325</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Royal Caribbean Cruises Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.125% due&nbsp;06/15/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">529</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">10.875% due&nbsp;06/01/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,531</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">11.500% due&nbsp;06/01/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Russian Railways via RZD Capital PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.487% due&nbsp;03/25/2031 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">359</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Sabre GLBL, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.375% due&nbsp;09/01/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,499</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Sands China Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.375% due&nbsp;06/18/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">409</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.400% due&nbsp;08/08/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,758</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,895</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Schenck Process Holding GmbH</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.875% due&nbsp;06/15/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,960</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Seagate HDD Cayman</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.091% due&nbsp;06/01/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,799</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.125% due&nbsp;01/15/2031 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">208</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Six Flags Theme Parks, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.000% due&nbsp;07/01/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Southwestern Energy Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.750% due&nbsp;02/01/2032 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">739</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Spirit AeroSystems, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.950% due&nbsp;06/15/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,764</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,873</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.600% due&nbsp;06/15/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,406</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Spirit Airlines Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.100% due&nbsp;10/01/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">330</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">341</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Standard Industries, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.375% due&nbsp;07/15/2030</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Strathcona Resources Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.875% due&nbsp;08/01/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,530</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,473</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Studio City Finance Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.000% due&nbsp;01/15/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,794</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;07/15/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due&nbsp;01/15/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,884</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Tasty Bondco S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.250% due&nbsp;05/15/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,268</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Times Square Hotel Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.528% due&nbsp;08/01/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,675</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,849</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Topaz Solar Farms LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.875% due&nbsp;09/30/2039 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17,121</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19,389</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due&nbsp;09/30/2039 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">92,694</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;110,619</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Transocean Pontus Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.125% due&nbsp;08/01/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">886</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">867</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Transocean, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.250% due&nbsp;11/01/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">764</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">589</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.500% due&nbsp;01/15/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">389</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">290</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.000% due&nbsp;02/01/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">884</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">637</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Triumph Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.250% due&nbsp;09/15/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">568</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">572</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>U.S. Renal Care, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">10.625% due&nbsp;07/15/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">21,168</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">21,507</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Unigel Luxembourg S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.750% due&nbsp;10/01/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,334</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>United Airlines Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.500% due&nbsp;09/01/2031 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">859</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">897</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>United Airlines, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.375% due&nbsp;04/15/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,357</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.625% due&nbsp;04/15/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">620</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>United Group BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.875% due&nbsp;07/01/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">346</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Univision Communications, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.125% due&nbsp;02/15/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,497</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,525</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.500% due&nbsp;05/01/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">321</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Valaris Ltd. (8.250% Cash or 12.000% PIK)</B></FONT></P></TD>

<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.250% due&nbsp;04/30/2028 (d)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,573</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,723</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.250% due&nbsp;04/30/2028 (d)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">59</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">61</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Vale Overseas Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.750% due&nbsp;07/08/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">311</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.875% due&nbsp;11/21/2036 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">668</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">889</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.875% due&nbsp;11/10/2039 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">269</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">362</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Vale S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.762% due&nbsp;12/29/2049 &laquo;~(j)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">827,370</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">73,918</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Veritas U.S., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.500% due&nbsp;09/01/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">21,985</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">22,783</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Victors Merger Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.375% due&nbsp;05/15/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,508</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Viking Cruises Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">13.000% due&nbsp;05/15/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">47,633</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">53,975</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Viking Ocean Cruises Ship Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.625% due&nbsp;02/15/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12,302</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>VOC Escrow Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.000% due&nbsp;02/15/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,535</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Windstream Escrow LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.750% due&nbsp;08/15/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">66,630</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">70,760</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Wolverine Escrow LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.500% due&nbsp;11/15/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">90,499</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">84,032</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.000% due&nbsp;11/15/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">65,719</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">62,506</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE> </div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD WIDTH="87%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" NOWRAP>See Accompanying Notes</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>67</B></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="91%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Consolidated&nbsp;Schedule&nbsp;of&nbsp;Investments</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt" COLOR="#7f7f7f"><B>PIMCO&nbsp;Dynamic&nbsp;Income&nbsp;Fund</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR></TABLE>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Wynn Las Vegas LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.250% due&nbsp;05/15/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15,454</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due&nbsp;03/01/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,632</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Wynn Macau Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.875% due&nbsp;10/01/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">565</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.125% due&nbsp;12/15/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,731</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due&nbsp;01/15/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,882</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due&nbsp;10/01/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,141</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.625% due&nbsp;08/26/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,142</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Wynn Resorts Finance LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.750% due&nbsp;04/15/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">315</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Yellowstone Energy LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due&nbsp;12/31/2026 &laquo;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,701</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,989</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;1,785,771</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>UTILITIES 8.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>AT&amp;T, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.500% due&nbsp;02/01/2061 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,269</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.850% due&nbsp;06/01/2060 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,779</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,864</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>DTEK Finance PLC (1.500% Cash and 3.500%
PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.000% due&nbsp;12/31/2027 (d)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">45,970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">25,192</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Eskom Holdings SOC Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.750% due&nbsp;08/06/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">53,680</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">55,249</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>FEL Energy SARL</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due&nbsp;12/01/2040 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17,077</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17,137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Gazprom Neft OAO Via GPN Capital S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.375% due&nbsp;09/19/2022 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Genesis Energy LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due&nbsp;10/01/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,646</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.000% due&nbsp;01/15/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,436</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>NGD Holdings BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.750% due&nbsp;12/31/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,674</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Odebrecht Drilling Norbe Ltd. (6.350% Cash and 1.000%
PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="3"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.350% due&nbsp;12/01/2026 ^(d)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,908</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,718</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Odebrecht Offshore Drilling Finance Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.720% due&nbsp;12/01/2022 ^(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,937</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT 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-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.720% due&nbsp;12/01/2026 ^(d)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">23,912</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,782</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Oi S.A. (10.000% Cash or 12.000% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">10.000% due 07/27/2025&nbsp;(d)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">39,214</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">34,454</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Pacific Gas&nbsp;&amp; Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.450% due&nbsp;07/01/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,168</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,212</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.500% due&nbsp;08/01/2050 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.750% due&nbsp;08/15/2042 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,842</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,657</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.950% due&nbsp;12/01/2047 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">676</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.000% due&nbsp;12/01/2046</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">56</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.250% due&nbsp;03/15/2046 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,332</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,334</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.300% due&nbsp;03/15/2045 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.450% due&nbsp;04/15/2042 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,473</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,575</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.500% due&nbsp;07/01/2040 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">22,912</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">23,906</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.500% due&nbsp;12/15/2041 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,802</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,802</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.550% due&nbsp;07/01/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17,261</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18,680</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.600% due&nbsp;06/15/2043 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,221</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,261</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.750% due&nbsp;02/15/2044 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">57,224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">59,474</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.950% due&nbsp;07/01/2050 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">23,854</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">26,040</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Peru LNG SRL</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.375% due&nbsp;03/22/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">40,751</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">35,313</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Petrobras Global Finance BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.250% due&nbsp;12/14/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,484</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,665</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.625% due&nbsp;01/16/2034 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,917</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17,863</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.750% due&nbsp;06/03/2050 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">23,373</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">24,487</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.850% due&nbsp;06/05/2115 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20,767</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20,652</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Rio Oil Finance Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.200% due&nbsp;04/06/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">306</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">348</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.250% due&nbsp;07/06/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12,978</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,976</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.750% due&nbsp;01/06/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,959</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,701</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Southern California Edison Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.875% due&nbsp;03/01/2049</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Transocean Poseidon Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.875% due&nbsp;02/01/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,040</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,006</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">437,367</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Corporate Bonds&nbsp;&amp; Notes
(Cost&nbsp;$2,878,115)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;2,847,377</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">


<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 ; font-family:ARIAL; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; "><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; "><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>CONVERTIBLE BONDS&nbsp;&amp; NOTES 1.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>BANKING&nbsp;&amp; FINANCE 0.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>CBL&nbsp;&amp; Associates HoldCo LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.000% due&nbsp;11/15/2028</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">234</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">448</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Corestate Capital Holding S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.375% due&nbsp;11/28/2022 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">9,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">9,947</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>PennyMac Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due&nbsp;03/15/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7,546</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">17,941</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>INDUSTRIALS 0.8%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Multiplan Corp. (6.000% Cash or 7.000%
PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;10/15/2027 (d)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">33,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">26,707</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Vnet Group Inc</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;02/01/2026 (h)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">21,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">16,905</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">43,612</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Convertible Bonds&nbsp;&amp; Notes
(Cost&nbsp;$69,043)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>61,553</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>MUNICIPAL BONDS&nbsp;&amp; NOTES 1.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>ILLINOIS 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Chicago, Illinois General Obligation Bonds, Series
2015</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.750% due&nbsp;01/01/2042</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">165</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">188</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Chicago, Illinois General Obligation Bonds, Series
2017</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.045% due&nbsp;01/01/2029</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">560</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">643</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">831</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>PUERTO RICO 0.8%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Commonwealth of Puerto Rico General Obligation Bonds, Series
2014</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.000% due&nbsp;07/01/2035 ^(e)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">35,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">31,684</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>CPR Custodial Receipt, Puerto Rico Revenue Bonds, Series
2021</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.000% due&nbsp;01/01/2045 ^(e)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">13,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12,545</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">44,229</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>VIRGINIA 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Tobacco Settlement Financing Corp., Virginia Revenue Bonds,
Series 2007</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.706% due&nbsp;06/01/2046</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">95</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>WEST VIRGINIA 0.8%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Tobacco Settlement Finance Authority, West Virginia Revenue
Bonds, Series 2007</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;06/01/2047 (h)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">355,485</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">39,614</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Municipal Bonds&nbsp;&amp; Notes
(Cost&nbsp;$73,023)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;84,774</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>U.S. GOVERNMENT AGENCIES 2.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Fannie Mae</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.017% due&nbsp;08/25/2043 ~(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">24,751</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">853</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.762% due&nbsp;10/25/2060 ~(a)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">29,570</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,554</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.000% due&nbsp;01/25/2042 (a)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">237</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.500% due&nbsp;08/25/2032 - 06/25/2050 (a)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">22,491</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,335</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.000% due&nbsp;06/25/2050 (a)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">13,362</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,039</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.500% due&nbsp;04/25/2042 (a)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">922</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.000% due&nbsp;01/25/2048 - 06/25/2050 (a)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,641</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,258</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.818% due&nbsp;07/25/2041 &#149;(a)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,602</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">406</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.853% due&nbsp;07/25/2029 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">9,180</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10,089</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.898% due&nbsp;08/25/2038 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">65</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.948% due&nbsp;08/25/2049 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">234</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.948% due&nbsp;07/25/2059 &#149;(a)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8,863</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,654</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.968% due&nbsp;10/25/2040 &#149;(a)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,163</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">358</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.048% due&nbsp;02/25/2043 &#149;(a)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,914</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">286</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.248% due&nbsp;12/25/2037 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">85</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.418% due&nbsp;09/25/2037 &#149;(a)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">436</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">72</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.498% due&nbsp;03/25/2040 &#149;(a)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,685</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">302</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.538% due&nbsp;12/25/2036 &#149;(a)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,738</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">333</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.548% due&nbsp;11/25/2036 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.618% due&nbsp;06/25/2037 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">251</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.878% due&nbsp;03/25/2038 &#149;(a)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,051</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">192</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.898% due&nbsp;02/25/2038 &#149;(a)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">617</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">122</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.998% due&nbsp;06/25/2023 &#149;(a)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">201</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.862% due&nbsp;10/25/2042 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,436</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,529</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">12.146% due&nbsp;01/25/2041 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,736</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Freddie Mac</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;02/25/2046 (b)(h)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,824</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,252</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.100% due&nbsp;02/25/2046 (a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,826</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.700%&nbsp;due&nbsp;11/25/2055&nbsp;&laquo;~(a)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">268,391</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20,949</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.010% due&nbsp;11/25/2045 ~(a)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">75,137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,972</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.000% due&nbsp;06/25/2050 (a)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,405</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,942</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.500% due&nbsp;07/25/2050 (a)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">29,267</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,299</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.000% due&nbsp;03/15/2027 (a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">219</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.000% due&nbsp;07/25/2050 (a)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">24,269</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.200% due&nbsp;11/15/2048 &#149;(a)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">55,006</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.500% due&nbsp;06/25/2050 (a)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">406</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.000% due&nbsp;05/25/2048 (a)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,752</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,318</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.253% due&nbsp;10/25/2029 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,381</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.840% due&nbsp;04/15/2039 &#149;(a)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,523</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.998% due&nbsp;06/25/2050 &#149;(a)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,478</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">238</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.040% due&nbsp;01/15/2047 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">347</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">65</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.048% due&nbsp;05/25/2050 &#149;(a)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,122</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,669</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.090% due&nbsp;09/15/2042 &#149;(a)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">773</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.190% due&nbsp;05/15/2037 &#149;(a)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">193</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.250% due&nbsp;01/25/2051 &#149;(a)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,658</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,348</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.300% due&nbsp;05/15/2037 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.360% due&nbsp;07/15/2036 &#149;(a)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,374</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">236</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.390% due&nbsp;12/15/2034 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.470% due&nbsp;09/15/2036 &#149;(a)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">454</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.490% due&nbsp;05/15/2041 &#149;(a)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">870</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">176</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.590% due&nbsp;04/15/2036 &#149;(a)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">392</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.670% due&nbsp;09/15/2036 &#149;(a)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">784</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">169</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.102% due&nbsp;03/25/2029 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,859</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,369</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">10.603% due&nbsp;10/25/2028 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,484</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,709</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">10.853% due&nbsp;03/25/2025 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">14.252% due&nbsp;09/15/2041 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">602</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">832</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Ginnie Mae</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.500% due&nbsp;09/20/2036 (a)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">61,815</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,078</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.500% due&nbsp;06/20/2042 (a)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">272</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.996% due&nbsp;12/20/2048 &#149;(a)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,365</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">668</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.016% due&nbsp;08/20/2042 &#149;(a)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,732</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">313</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.146% due&nbsp;12/20/2040 &#149;(a)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,429</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.593% due&nbsp;08/16/2039 &#149;(a)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">496</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total U.S. Government Agencies
(Cost&nbsp;$124,915)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;122,959</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B><FONT STYLE="white-space:nowrap">NON-AGENCY</FONT> MORTGAGE-BACKED SECURITIES 34.4%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>245 Park Avenue Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.657% due&nbsp;06/05/2037 ~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,410</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>280 Park Avenue Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.937% due&nbsp;09/15/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,476</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Adjustable Rate Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.362% due&nbsp;03/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,725</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,645</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.402% due&nbsp;03/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">961</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,076</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.305% due&nbsp;03/25/2037 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,756</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,698</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.130% due&nbsp;11/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">982</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">877</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Alba PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.358% due&nbsp;12/15/2038 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,932</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,564</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>American Home Mortgage Assets Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.642% due&nbsp;11/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">774</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">770</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.672% due&nbsp;08/25/2037 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,503</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,179</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>American Home Mortgage Investment Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.642% due&nbsp;03/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,778</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.702% due&nbsp;09/25/2045 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,336</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,089</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.002% due&nbsp;02/25/2044 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,739</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,397</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.600% due&nbsp;01/25/2037 &thorn;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,709</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,486</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Anthracite Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.678% due&nbsp;06/20/2041</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>ASG Resecuritization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.587% due&nbsp;01/28/2037 ~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,610</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,036</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;06/28/2037 ~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">28,524</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19,360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Ashford Hospitality Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.210% due&nbsp;04/15/2035 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,577</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE> </div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

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

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

<TD VALIGN="bottom"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="92%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>68</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">See&nbsp;Accompanying&nbsp;Notes</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="94%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD 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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Austin Fairmont Hotel Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.910% due&nbsp;09/15/2032 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,858</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Avon Finance PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;09/20/2048 (b)(h)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">28,441</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">33,574</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;09/20/2048 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;39,754</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.048% due&nbsp;09/20/2048 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20,316</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">26,920</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.298% due&nbsp;09/20/2048 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,556</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>BAMLL Commercial Mortgage Securities
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.260% due&nbsp;03/15/2037 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,579</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,293</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.360% due&nbsp;03/15/2037 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,728</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Banc of America Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.462% due&nbsp;06/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">361</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">275</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;06/25/2037</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;06/25/2046</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">61</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">61</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;07/25/2046 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">873</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">848</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.538% due&nbsp;06/25/2037 ^&#149;(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">388</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Banc of America Funding Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.426% due&nbsp;05/26/2036 ~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,053</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,527</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Banc of America Funding Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;06/26/2035 ~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,448</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,359</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;11/26/2036 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">27,634</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,012</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.512% due&nbsp;08/25/2047 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,779</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,399</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.522% due&nbsp;04/25/2037 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,212</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.524% due&nbsp;04/20/2047 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,090</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,037</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.763% due&nbsp;02/20/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,447</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.001% due&nbsp;12/20/2034 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">525</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">356</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.105% due&nbsp;12/20/2036 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.649% due&nbsp;04/20/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,486</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,437</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.663% due&nbsp;09/20/2046 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.680% due&nbsp;01/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">147</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">153</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.981% due&nbsp;03/20/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,091</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,083</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.022% due&nbsp;09/20/2047 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">175</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.063% due&nbsp;10/20/2046 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">391</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">345</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.146% due&nbsp;01/20/2047 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.245% due&nbsp;09/20/2037 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">442</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">352</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.188% due&nbsp;08/26/2036 ~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">744</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">586</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;10/25/2037 ^(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,991</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,169</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.619% due&nbsp;07/26/2036 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,574</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,238</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Banc of America Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.122% due&nbsp;10/20/2046 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">133</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">93</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.025% due&nbsp;01/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">178</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">176</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due&nbsp;10/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">754</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">732</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due&nbsp;05/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">717</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">662</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;10/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">92</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">90</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Bancorp Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.860% due&nbsp;08/15/2032 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,564</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Barclays Commercial Mortgage Securities
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.760% due&nbsp;02/15/2033 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,589</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,624</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Bayview Commercial Asset Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.322% due&nbsp;03/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">196</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>BCAP LLC Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.333% due&nbsp;02/26/2037 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,784</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,795</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.452% due&nbsp;05/26/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,660</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.592% due&nbsp;05/26/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,488</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,864</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.784% due&nbsp;02/26/2047 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,603</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,817</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.903% due&nbsp;07/26/2045 ~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,433</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,367</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.562% due&nbsp;07/26/2035 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">888</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">774</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.613% due&nbsp;05/26/2037 ~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,879</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,885</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.706% due&nbsp;11/26/2035 ~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,999</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,878</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.922% due&nbsp;02/26/2036 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,864</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,994</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.028% due&nbsp;06/26/2036 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,601</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,355</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.069% due&nbsp;04/26/2037 ~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,331</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,572</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.098% due&nbsp;07/26/2036 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">474</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">448</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.144% due&nbsp;03/26/2037 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">913</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">799</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.255% due&nbsp;03/27/2037 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,801</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due&nbsp;12/26/2035 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,362</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,572</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;06/26/2037 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,257</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,251</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;08/26/2037 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,449</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,476</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;10/26/2037 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,243</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,058</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.936% due&nbsp;01/26/2036 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18,119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,406</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Bear Stearns Adjustable Rate Mortgage
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.106% due&nbsp;09/25/2034 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">42</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.166% due&nbsp;09/25/2034 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.811% due&nbsp;10/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.937% due&nbsp;08/25/2047 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">178</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.222% due&nbsp;02/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">381</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.274% due&nbsp;06/25/2047 ^~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,828</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,827</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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="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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Bear Stearns <FONT STYLE="white-space:nowrap">ALT-A</FONT>
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.422% due&nbsp;06/25/2046 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,448</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,418</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.442% due&nbsp;08/25/2036 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17,580</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">16,471</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.502% due&nbsp;02/25/2034 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,087</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,016</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.602% due&nbsp;01/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,941</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,962</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.227% due&nbsp;01/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">982</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,057</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.227% due&nbsp;03/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,806</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,947</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.000% due&nbsp;09/25/2034 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">207</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">212</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.704% due&nbsp;11/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.723% due&nbsp;04/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">179</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">167</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.735% due&nbsp;05/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">183</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">184</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.807% due&nbsp;03/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,472</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">982</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.871% due&nbsp;08/25/2046 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,856</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,255</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.881% due&nbsp;04/25/2037 ~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,852</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,133</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.895% due&nbsp;11/25/2035 ^~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,878</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.939% due&nbsp;09/25/2035 ^~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,039</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,965</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.027% due&nbsp;07/25/2036 ~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">57,811</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;38,461</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.158% due&nbsp;12/25/2046 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,845</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,614</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.174% due&nbsp;05/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">406</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">395</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.241% due&nbsp;11/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,834</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.398% due&nbsp;08/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">307</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.057% due&nbsp;07/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">241</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">203</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Bear Stearns Mortgage Funding Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.500% due&nbsp;08/25/2036 &thorn;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">951</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">955</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Beast Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.700% due&nbsp;03/15/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,996</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Beneria Cowen&nbsp;&amp; Pritzer Collateral Funding
Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.748% due&nbsp;06/15/2038 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,011</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>BX Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.347% due&nbsp;10/15/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,010</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">982</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.030% due&nbsp;05/15/2030 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,438</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.260% due&nbsp;07/15/2034 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">16,973</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17,010</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>CBA Commercial Small Balance Commercial
Mortgage</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.040% due&nbsp;01/25/2039 ^&thorn;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">447</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">429</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>CD Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.688% due&nbsp;10/15/2048 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,606</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,563</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Chase Mortgage Finance Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.795% due&nbsp;01/25/2036 ^~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,351</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.965% due&nbsp;03/25/2037 ^~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,222</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,235</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;03/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">561</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">382</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Citigroup Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.512% due&nbsp;12/10/2049 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,805</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,862</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Citigroup Global Markets Mortgage Securities,
Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due&nbsp;02/25/2029</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">155</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">158</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Citigroup Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.125% due&nbsp;08/25/2037 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,876</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,179</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.219% due&nbsp;03/25/2037 ^~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,153</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,915</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.425% due&nbsp;03/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">189</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.460% due&nbsp;04/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">447</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">402</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.490% due&nbsp;03/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.570% due&nbsp;08/25/2034 ~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,048</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.751% due&nbsp;07/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,991</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,344</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.777% due&nbsp;02/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,083</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,827</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.017% due&nbsp;10/25/2035 ^~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,542</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.153% due&nbsp;09/25/2037 ^~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,733</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,720</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.334% due&nbsp;03/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">792</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">797</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due&nbsp;12/25/2035</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,513</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;07/25/2036 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,614</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,346</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due&nbsp;09/25/2036</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,011</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">794</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Citigroup Mortgage Loan Trust, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due&nbsp;11/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">294</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">289</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Colony Mortgage Capital Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.527% due&nbsp;11/15/2038 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,903</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Commercial Mortgage Lease-Backed
Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.250% due&nbsp;06/20/2031 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,007</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,076</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Commercial Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.956% due&nbsp;12/10/2049 ~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,904</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,196</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.250% due&nbsp;12/15/2038 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,004</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.100% due&nbsp;12/15/2038 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,012</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.012% due&nbsp;07/10/2038 ~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,688</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,946</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.100% due&nbsp;12/15/2038 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,368</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Connecticut Avenue Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.800% due&nbsp;12/25/2041 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,604</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.550% due&nbsp;12/25/2041 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,209</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.050% due&nbsp;10/25/2041 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,695</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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="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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Countrywide Alternative Loan Resecuritization
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.000% due&nbsp;01/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,254</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,658</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Countrywide Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.294% due&nbsp;03/20/2047 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">516</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">447</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.352% due&nbsp;06/25/2037 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,289</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,712</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.352% due&nbsp;06/25/2037 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">641</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">565</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.452% due&nbsp;05/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,251</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">340</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.452% due&nbsp;08/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">901</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">443</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.462% due&nbsp;05/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,893</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,638</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.482% due&nbsp;09/25/2046 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,787</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,462</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.522% due&nbsp;08/25/2047 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">951</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">904</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.542% due&nbsp;05/25/2047 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,722</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.562% due&nbsp;03/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,616</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,882</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.622% due&nbsp;07/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,632</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,045</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.703% due&nbsp;11/20/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">117</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.782% due&nbsp;09/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,681</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,746</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.782% due&nbsp;10/25/2046 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.801% due&nbsp;12/25/2035 ~(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,748</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">313</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.802% due&nbsp;10/25/2035 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">562</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">394</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.932% due&nbsp;11/25/2046 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,893</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,643</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.392% due&nbsp;07/20/2035 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,249</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,228</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.562% due&nbsp;11/25/2035 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,648</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,517</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.714% due&nbsp;12/25/2035 ~(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,834</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">229</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.683% due&nbsp;06/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">91</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.825% due&nbsp;05/25/2036 ~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,325</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due&nbsp;07/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">810</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">590</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due&nbsp;10/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">123</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due&nbsp;11/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">353</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">275</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due&nbsp;11/25/2035</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,595</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,253</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due&nbsp;12/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">789</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">557</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due&nbsp;01/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">76</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">76</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due&nbsp;02/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">983</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">768</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due&nbsp;02/25/2036</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">957</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">859</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due&nbsp;05/25/2036</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,032</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due&nbsp;05/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,017</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">984</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due&nbsp;04/25/2037 ^(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,724</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,217</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due&nbsp;01/25/2036</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due&nbsp;05/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">157</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">94</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due&nbsp;01/25/2037 ^(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,575</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,355</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due&nbsp;04/25/2037 ^(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,217</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,210</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;03/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">299</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">196</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;11/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">325</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">90</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;04/25/2036</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">512</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">326</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;04/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">198</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;08/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">262</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;11/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">239</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">183</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;12/25/2036</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">158</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">95</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;01/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,725</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,606</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;02/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,259</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,239</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;03/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,347</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,554</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;04/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,595</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,907</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;09/25/2037 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,002</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.250% due&nbsp;12/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">558</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due&nbsp;09/25/2032 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">154</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">154</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due&nbsp;06/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">334</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">241</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due&nbsp;11/25/2036</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,332</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,572</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.048% due&nbsp;07/25/2036 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,676</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,043</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">19.520% due&nbsp;07/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">73</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">82</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">38.389% due&nbsp;05/25/2037 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">714</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Countrywide Home Loan Mortgage Pass-Through
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.702% due&nbsp;03/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">147</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.782% due&nbsp;03/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">565</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">364</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.972% due&nbsp;03/25/2046 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">28,315</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;19,702</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.484% due&nbsp;11/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">882</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">846</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.595% due&nbsp;06/20/2035 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.668% due&nbsp;08/20/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.675% due&nbsp;09/20/2036 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,815</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,687</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.716% due&nbsp;11/20/2035 ~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,626</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.733% due&nbsp;05/20/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,098</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">922</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.008% due&nbsp;08/25/2034 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.146% due&nbsp;06/25/2047 ^~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,644</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,720</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.306% due&nbsp;03/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">757</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">693</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.434% due&nbsp;09/25/2047 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">385</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">364</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.000% due&nbsp;11/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due&nbsp;12/25/2034</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">61</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">63</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due&nbsp;08/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due&nbsp;11/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;07/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">160</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;08/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;08/25/2037</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,385</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE> </div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD WIDTH="87%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" NOWRAP>See Accompanying Notes</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>69</B></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="91%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Consolidated&nbsp;Schedule&nbsp;of&nbsp;Investments</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt" COLOR="#7f7f7f"><B>PIMCO&nbsp;Dynamic&nbsp;Income&nbsp;Fund</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR></TABLE>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Credit Suisse Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.627% due&nbsp;01/15/2049 ~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12,317</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Credit Suisse First Boston Mortgage Securities
Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.100% due&nbsp;08/15/2038 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">958</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">769</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;01/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.500% due&nbsp;05/25/2032 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">854</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">902</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Credit Suisse Mortgage Capital
Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.694% due&nbsp;11/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,244</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,979</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.694% due&nbsp;11/27/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,379</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,381</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.136% due&nbsp;06/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,754</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,765</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.437% due&nbsp;12/29/2037 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,333</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,509</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.720% due&nbsp;02/27/2047 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">36,228</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;18,429</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.892% due&nbsp;04/26/2035 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,292</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,183</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.956% due&nbsp;10/26/2036 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,875</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,739</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.043% due&nbsp;05/27/2036 ~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,922</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,294</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.092% due&nbsp;09/26/2047 ~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18,748</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,363</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.109% due&nbsp;07/26/2037 ~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,498</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.174% due&nbsp;05/26/2036 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,438</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,657</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.281% due&nbsp;04/28/2037 ~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,675</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,701</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due&nbsp;05/26/2037</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,481</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12,317</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.000% due&nbsp;08/26/2036</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,482</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,505</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.000% due&nbsp;08/27/2036</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,052</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,719</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Credit Suisse Mortgage Capital Mortgage-Backed
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.702% due&nbsp;07/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">417</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">68</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;07/25/2036</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,939</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,373</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.396% due&nbsp;04/25/2036 &thorn;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,539</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,815</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due&nbsp;05/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,882</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,463</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Credit Suisse Mortgage Capital Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.010% due&nbsp;07/15/2038 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15,850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15,864</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.010% due&nbsp;07/15/2038 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,725</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due&nbsp;07/26/2036 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,358</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>DBGS Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.260% due&nbsp;10/15/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">26,404</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">26,378</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>DBUBS Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.652% due&nbsp;11/10/2046 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,123</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,543</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Debussy DTC PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.250% due&nbsp;07/12/2025</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,852</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT 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-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.402% due&nbsp;04/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,613</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT 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-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.252% due&nbsp;02/25/2047 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">261</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due&nbsp;12/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">414</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">412</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT 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-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.250% due&nbsp;07/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Deutsche Mortgage Securities, Inc. Mortgage
Loan&nbsp;Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due&nbsp;09/25/2033</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">72</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>DOLP Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.704% due&nbsp;05/10/2041 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18,432</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Downey Savings&nbsp;&amp; Loan Association Mortgage
Loan&nbsp;Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.284% due&nbsp;04/19/2047 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">221</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">257</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Dssv SARL</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.000% due&nbsp;10/15/2024 &laquo;&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,764</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,246</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Eurosail PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;06/13/2045 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,688</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.255% due&nbsp;03/13/2045 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,067</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,174</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.345% (BP0003M &#043; 1.250%) due&nbsp;06/13/2045 ~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17,617</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">22,806</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.695% due&nbsp;09/13/2045 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15,554</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20,321</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.845% (BP0003M &#043; 1.750%) due&nbsp;06/13/2045 ~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.345% due&nbsp;09/13/2045 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,604</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.595% (BP0003M &#043; 3.500%) due&nbsp;06/13/2045 ~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,952</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,369</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.945% due&nbsp;09/13/2045 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,266</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,196</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Extended Stay America Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.810% due&nbsp;07/15/2038 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">45,662</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">45,829</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Finsbury Square PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.549% due&nbsp;06/16/2070 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,402</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>First Horizon Alternative Mortgage Securities
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.279% due&nbsp;08/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">443</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.442% due&nbsp;05/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">614</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">578</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.652% due&nbsp;11/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">547</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">444</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.695% due&nbsp;02/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">39</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.250% due&nbsp;11/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.998% due&nbsp;11/25/2036 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">819</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>First Horizon Mortgage Pass-Through Trust</B></FONT></P></TD>

<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.830% due&nbsp;05/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,660</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,484</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.918% due&nbsp;01/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">273</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.289% due&nbsp;07/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due&nbsp;08/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">242</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Freddie Mac</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.400% due&nbsp;09/25/2041 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,982</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.800% due&nbsp;01/25/2051 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,340</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.850% due&nbsp;10/25/2050 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,653</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.300% due&nbsp;09/25/2041 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,340</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.050% due&nbsp;12/25/2041 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">508</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.550% due&nbsp;10/25/2041 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>GC Pastor Hipotecario FTA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;06/21/2046 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">24,856</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;25,830</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>GMAC Mortgage Corp. Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.559% due&nbsp;07/19/2035 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>GreenPoint Mortgage Funding Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.282% due&nbsp;01/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">620</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">604</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.302% due&nbsp;12/25/2046 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,028</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>GS Mortgage Securities Corp. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.591% due&nbsp;10/10/2032 ~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">39,357</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">38,586</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>GS Mortgage Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.731% due&nbsp;08/10/2043 ~(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,006</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>GS Mortgage-Backed Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;07/25/2059 (b)(h)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">163</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;07/25/2059 ~(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">159,130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">766</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.090% due&nbsp;07/25/2059 ~(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">144,025</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.807% due&nbsp;07/25/2059 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20,073</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19,147</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>GSC Capital Corp. Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.462% due&nbsp;05/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,530</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,497</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>GSR Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.552% due&nbsp;07/25/2037 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">242</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.434% due&nbsp;11/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">132</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">90</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.660% due&nbsp;12/25/2034 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.873% due&nbsp;01/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">387</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">399</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;09/25/2034</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">261</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">276</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due&nbsp;08/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">627</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">308</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>HarborView Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.484% due&nbsp;02/19/2046 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">889</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">819</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.524% due&nbsp;11/19/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,330</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.584% due&nbsp;03/19/2036 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,281</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,273</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.604% due&nbsp;01/19/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,098</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,543</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.664% due&nbsp;06/19/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">103</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.744% due&nbsp;01/19/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.079% due&nbsp;06/20/2035 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,411</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,368</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.454% due&nbsp;06/20/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,249</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,193</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.075% due&nbsp;06/19/2045 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,005</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">572</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.255% due&nbsp;08/19/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">75</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>HomeBanc Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.602% due&nbsp;03/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.508% due&nbsp;04/25/2037 ^~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,396</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>HSI Asset Loan Obligation Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;06/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,847</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>IM Pastor Fondo de Titluzacion
Hipotecaria</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;03/22/2043 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19,319</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20,419</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>IM Pastor Fondo de Titulizacion de
Activos</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;03/22/2044 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">890</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">940</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Impac CMB Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.622% due&nbsp;11/25/2035 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">142</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">135</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.822% due&nbsp;10/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">93</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">91</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Impac Secured Assets Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.212% due&nbsp;05/25/2037 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>IndyMac IMSC Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.889% due&nbsp;06/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,156</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,534</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>IndyMac INDA Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.825% due&nbsp;03/25/2037 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.979% due&nbsp;12/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">512</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">483</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>IndyMac INDX Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.312% due&nbsp;11/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">131</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.352% due&nbsp;02/25/2037 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,530</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,012</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.502% due&nbsp;11/25/2046 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,974</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,009</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.562% due&nbsp;04/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.702% due&nbsp;07/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">375</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.902% due&nbsp;08/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">133</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.962% due&nbsp;09/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">226</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">217</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.639% due&nbsp;06/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">164</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">154</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.811% due&nbsp;11/25/2035 ^~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,681</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,635</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.975% due&nbsp;06/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">704</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">708</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.979% due&nbsp;05/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,005</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,887</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.059% due&nbsp;11/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">651</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">646</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.100% due&nbsp;02/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">222</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">221</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>J.P. Morgan Chase Commercial Mortgage
Securities&nbsp;Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.625% due&nbsp;11/15/2038 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;11,229</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.370% due&nbsp;11/15/2038 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19,708</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Jackson Park Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.242% due&nbsp;10/14/2039 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,574</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Jefferies Resecuritization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;12/26/2036 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,587</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,454</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>JP Morgan Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.502% due&nbsp;06/25/2037 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">24,286</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12,097</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.593% due&nbsp;06/27/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,977</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,637</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.559% due&nbsp;11/25/2036 ^~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">184</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.695% due&nbsp;05/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">656</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">481</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due&nbsp;11/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;12/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">646</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">575</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.460% due&nbsp;12/25/2036 ^&thorn;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,725</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,724</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.574% due&nbsp;06/27/2037 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,381</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,086</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>JP Morgan Chase Commercial Mortgage
Securities&nbsp;Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.863% due&nbsp;06/15/2045 ~(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,289</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.610% due&nbsp;12/15/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,434</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.372% due&nbsp;06/12/2041 ~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,084</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,869</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>JP Morgan Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.538% due&nbsp;10/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">412</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">339</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.622% due&nbsp;07/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.037% due&nbsp;05/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">232</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">209</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.226% due&nbsp;10/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.231% due&nbsp;06/25/2037 ^~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,080</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,860</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;08/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">366</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">259</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>JP Morgan Resecuritization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.282% due&nbsp;03/21/2037 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">892</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">849</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;09/26/2036 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,438</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,216</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due&nbsp;04/26/2036 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,201</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,963</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Lansdowne Mortgage Securities PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;06/15/2045 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">737</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;09/16/2048 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,744</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Lavender Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;11/26/2036 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,951</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,028</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.250% due&nbsp;10/26/2036 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,779</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,624</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B><FONT STYLE="white-space:nowrap">LB-UBS</FONT> Commercial
Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.157% due&nbsp;02/15/2040 ~(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,344</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Lehman Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.937% due&nbsp;04/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">172</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;08/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">564</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">555</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;09/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">431</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">351</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;05/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">259</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">277</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;01/25/2038 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">599</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">587</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due&nbsp;09/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,164</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,573</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.250% due&nbsp;09/25/2037 ^(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">31,191</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12,252</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Lehman XS Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.662% due&nbsp;07/25/2037 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">22,485</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">16,937</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.002% due&nbsp;08/25/2047 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">285</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">262</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.102% due&nbsp;07/25/2047 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,096</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>LoanCore Issuer Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.214% due&nbsp;07/15/2035 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,705</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>LUXE Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.360% due&nbsp;10/15/2038 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,218</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>MASTR Adjustable Rate Mortgages Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.502% due&nbsp;05/25/2047 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,914</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,712</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.782% due&nbsp;05/25/2047 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,133</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,184</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.822% due&nbsp;01/25/2047 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">184</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">413</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.932% due&nbsp;10/25/2034 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">331</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">334</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>MASTR Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.452% due&nbsp;03/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20,060</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,404</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.502% due&nbsp;03/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">26,515</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,906</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Merrill Lynch Alternative Note Asset
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;05/25/2037 ^(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,606</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,513</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Merrill Lynch Mortgage Investors Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.704% due&nbsp;05/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,795</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,811</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.711% due&nbsp;03/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,731</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>MFA Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.039% due&nbsp;04/25/2065 ~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,456</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,572</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE> </div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

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

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

<TD VALIGN="bottom"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="92%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>70</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">See&nbsp;Accompanying&nbsp;Notes</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="94%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD 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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Morgan Stanley Capital Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.744% due&nbsp;12/15/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18,590</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18,579</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.305% due&nbsp;12/15/2023 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17,934</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.204% due&nbsp;12/15/2023 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19,404</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Morgan Stanley Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.412% due&nbsp;01/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">376</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">414</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.442% due&nbsp;05/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">152</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">44</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.332% due&nbsp;07/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">716</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">670</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.552% due&nbsp;01/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">179</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.318% due&nbsp;05/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,958</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,277</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due&nbsp;12/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.962% due&nbsp;06/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,886</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">780</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;08/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">84</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Morgan Stanley
<FONT STYLE="white-space:nowrap">Re-REMIC</FONT> Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.648% due&nbsp;02/26/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,605</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.109% due&nbsp;03/26/2037 &thorn;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,607</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,643</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.622% due&nbsp;07/26/2035 ~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,305</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.669% due&nbsp;09/26/2035 ~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,290</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;04/26/2036 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,969</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,480</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Morgan Stanley Resecuritization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.652% due&nbsp;06/26/2035 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,864</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,531</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Mortgage Equity Conversion Asset Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.000% due&nbsp;07/25/2060</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,251</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,223</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Mortgage Funding PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.295% due&nbsp;03/13/2046 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,374</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Natixis Commercial Mortgage Securities
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.110% due&nbsp;11/15/2034 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,574</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,504</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.110% due&nbsp;11/15/2034 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,718</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,647</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>New York Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.558% due&nbsp;08/25/2061 &thorn;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">989</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Newgate Funding PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.647% due&nbsp;12/15/2050 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,335</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,479</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.897% due&nbsp;12/15/2050 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,548</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,772</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Nomura Resecuritization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.989% due&nbsp;09/26/2035 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,968</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,865</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>NovaStar Mortgage Funding Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.430% due&nbsp;09/25/2046 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">209</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>PMT Credit Risk Transfer Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.002% due&nbsp;02/27/2024 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,042</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>PRET LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.967% due&nbsp;09/25/2051 &thorn;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,810</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Prime Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.452% due&nbsp;06/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,971</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,327</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.000% due&nbsp;07/25/2034</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>RBSSP Resecuritization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.048% due&nbsp;07/26/2045 ~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15,621</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;15,609</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.796% due&nbsp;05/26/2037 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,209</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,395</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.170% due&nbsp;09/26/2035 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,142</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,786</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.834% due&nbsp;06/26/2037 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">490</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;03/26/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,848</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,767</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Regal Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.738% due&nbsp;09/29/2031 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Residential Accredit Loans, Inc. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.292% due&nbsp;05/25/2037 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,868</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,576</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.402% due&nbsp;02/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">391</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">399</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.462% due&nbsp;07/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,608</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,955</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.522% due&nbsp;06/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">844</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">834</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.082% due&nbsp;01/25/2046 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,423</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.332% due&nbsp;01/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">145</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due&nbsp;04/25/2037</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">54</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;08/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">819</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">804</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;12/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,708</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;06/25/2036</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">180</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">178</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;09/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,465</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,132</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;11/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,759</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,726</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;01/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">263</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.250% due&nbsp;02/25/2037 ^(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,691</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,625</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due&nbsp;09/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">992</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">977</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.000% due&nbsp;10/25/2037 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,463</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,261</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Residential Asset Mortgage Products Trust</B></FONT></P></TD>

<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.000% due&nbsp;05/25/2032</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">503</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Residential Asset Securitization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due&nbsp;07/25/2035</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">623</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">492</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;02/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">173</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;03/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,808</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,463</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;07/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,339</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,589</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.250% due&nbsp;08/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,089</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,546</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Residential Funding Mortgage Securities, Inc.
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.751% due&nbsp;07/27/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.188% due&nbsp;08/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">189</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.850% due&nbsp;11/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">70</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">66</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;04/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">507</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">490</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;06/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>RiverView HECM Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.780% due&nbsp;05/25/2047 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,366</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12,617</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Seasoned Credit Risk Transfer Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.250% due&nbsp;11/25/2059 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,456</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.250% due&nbsp;09/25/2060</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,533</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.250% due&nbsp;03/25/2061 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">712</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.440% due&nbsp;11/25/2059 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,813</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.858% due&nbsp;03/25/2061 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">378</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.787% due&nbsp;11/25/2060 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,141</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">14.422% due&nbsp;09/25/2060 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,527</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Sequoia Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.752% due&nbsp;02/20/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">221</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.844% due&nbsp;07/20/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">160</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.304% due&nbsp;10/20/2027 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">468</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">453</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.648% due&nbsp;09/20/2032 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">257</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.978% due&nbsp;01/20/2038 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>SG Commercial Mortgage Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.509% due&nbsp;02/15/2041 ~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,192</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Starwood Mortgage Residential Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.935% due&nbsp;11/25/2066 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">480</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Starwood Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.110% due&nbsp;04/15/2034 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,724</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,738</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.110% due&nbsp;04/15/2034 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,612</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,622</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Structured Adjustable Rate Mortgage Loan
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.911% due&nbsp;01/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">684</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">501</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.994% due&nbsp;02/25/2037 ^~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,051</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,891</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.083% due&nbsp;04/25/2047 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,312</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">828</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.200% due&nbsp;08/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,431</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">857</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Structured Asset Mortgage Investments
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.442% due&nbsp;03/25/2037 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,008</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">325</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.482% due&nbsp;07/25/2046 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,993</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.522% due&nbsp;05/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,518</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,342</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.522% due&nbsp;08/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,281</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,249</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.562% due&nbsp;05/25/2045 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">76</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.799% due&nbsp;02/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,290</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,088</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Structured Asset Securities Corp. Mortgage Pass-Through
Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.684% due&nbsp;01/25/2034 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">98</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>SunTrust Adjustable Rate Mortgage Loan
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.149% due&nbsp;02/25/2037 ^~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,808</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,706</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>SunTrust Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.048% due&nbsp;04/25/2036 ^&#149;(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,088</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,132</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>TBW Mortgage-Backed Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;07/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">222</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due&nbsp;07/25/2036 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18,260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,312</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>TDA Mixto Fondo de Titulizacion de
Activos</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;10/28/2050 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,942</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,949</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;12/28/2050 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,374</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,453</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Tharaldson Hotel Portfolio Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.584% due&nbsp;11/11/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,530</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,473</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>VNDO Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.903% due&nbsp;01/10/2035 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,814</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,614</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Wachovia Bank Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.720% due&nbsp;10/15/2048 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">342</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">339</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>WaMu Mortgage Pass-Through Certificates
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.642% due&nbsp;07/25/2045 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.832% due&nbsp;06/25/2047 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,876</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,554</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.892% due&nbsp;07/25/2047 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,538</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;12,246</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.943% due&nbsp;06/25/2044 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.962% due&nbsp;10/25/2046 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">252</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">242</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.475% due&nbsp;07/25/2047 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">474</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">448</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.725% due&nbsp;07/25/2046 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,121</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,068</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.353% due&nbsp;03/25/2033 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.419% due&nbsp;11/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">135</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.814% due&nbsp;06/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">774</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">758</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.832% due&nbsp;03/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.873% due&nbsp;08/25/2036 ^~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,221</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,179</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.973% due&nbsp;07/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">603</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">616</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.008% due&nbsp;07/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,239</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.051% due&nbsp;02/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">236</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">234</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.256%&nbsp;due&nbsp;03/25/2037&nbsp;^~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,920</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,932</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Warwick Finance Residential Mortgages PLC</B></FONT></P></TD>

<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;12/21/2049 (h)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">698</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.698% due&nbsp;12/21/2049 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">646</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">878</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.198% due&nbsp;12/21/2049 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">646</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">875</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Washington Mutual Mortgage Pass-Through Certificates
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.342% due&nbsp;01/25/2047 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,807</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,052</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.702% due&nbsp;07/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,935</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,688</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.932% due&nbsp;10/25/2046 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">295</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.052% due&nbsp;06/25/2046 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,307</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,068</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.725% due&nbsp;06/25/2033 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">67</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due&nbsp;11/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">994</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,028</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;04/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,636</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,608</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.467% due&nbsp;05/25/2036 ^&thorn;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,262</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Wells Fargo Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.598% due&nbsp;07/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,012</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,860</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due&nbsp;07/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">227</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Wells Fargo Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.770% due&nbsp;03/27/2037 ~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,861</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,977</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.793% due&nbsp;04/27/2036 ~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,681</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,515</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Wells Fargo Mortgage-Backed Securities
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.514% due&nbsp;09/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.539% due&nbsp;10/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;06/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">77</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Worldwide Plaza Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.596% due&nbsp;11/10/2036 ~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,758</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total <FONT STYLE="white-space:nowrap">Non-Agency</FONT>
Mortgage-Backed Securities (Cost&nbsp;$1,752,741)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;1,861,202</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>ASSET-BACKED SECURITIES 30.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>510 Loan Acquisition Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.107% due&nbsp;09/25/2060 &thorn;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18,914</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19,137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Acacia CDO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.994% due&nbsp;11/08/2039 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,482</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>ACE Securities Corp. Home Equity Loan
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.212% due&nbsp;12/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">22,553</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,012</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.062% due&nbsp;08/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,625</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.197% due&nbsp;07/25/2035 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17,938</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17,202</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Adagio CLO DAC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;04/30/2031 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,187</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Aegis Asset-Backed Securities Trust Mortgage Pass-Through
Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.202% due&nbsp;09/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">740</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">771</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>AIM Aviation Finance Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.213% due&nbsp;02/15/2040 &thorn;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,166</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,889</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Alkali Europe SARL</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.800% due&nbsp;07/15/2022 &laquo;&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,337</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,923</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>American Money Management Corp. CLO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.187% due&nbsp;04/14/2029 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,043</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Ameriquest Mortgage Securities, Inc. Asset-Backed
Pass-Through Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.827% due&nbsp;05/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">154</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">155</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.052% due&nbsp;09/25/2032 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,198</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.952% due&nbsp;08/25/2032 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">413</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">415</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Argent Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.252% due&nbsp;09/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,084</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,529</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.302% due&nbsp;06/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,865</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">704</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.342% due&nbsp;04/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,081</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">467</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.402% due&nbsp;06/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,913</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,496</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.482% due&nbsp;03/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,059</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,798</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Argent Securities, Inc. Asset-Backed
Pass-Through&nbsp;Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.792% due&nbsp;11/25/2035 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,851</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,649</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.862% due&nbsp;02/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">24,138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">22,399</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Asset-Backed Funding Certificates Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.252% due&nbsp;10/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,703</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,680</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.662% due&nbsp;10/25/2033 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">167</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.152% due&nbsp;03/25/2034 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">582</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">576</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Banco Bilbao Vizcaya Argentaria</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.062% due&nbsp;03/22/2046 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">628</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">445</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Bear Stearns Asset-Backed Securities
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.242% due&nbsp;12/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,518</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15,034</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.500% due&nbsp;09/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">267</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE> </div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD WIDTH="87%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" NOWRAP>See Accompanying Notes</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>71</B></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="91%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Consolidated&nbsp;Schedule&nbsp;of&nbsp;Investments</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt" COLOR="#7f7f7f"><B>PIMCO&nbsp;Dynamic&nbsp;Income&nbsp;Fund</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR></TABLE>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.602% due&nbsp;10/27/2032 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.977% due&nbsp;12/25/2034 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18,650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18,663</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.691% due&nbsp;07/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">202</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">203</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.742% due&nbsp;10/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">246</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.743% due&nbsp;10/25/2036 ~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,778</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,830</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;12/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">401</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">325</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Bombardier Capital Mortgage Securitization
Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.830% due&nbsp;06/15/2030 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,549</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">807</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>California Republic Auto Receivables
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;04/15/2025 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Carlyle Global Market Strategies CLO Ltd.</B></FONT></P></TD>

<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;04/17/2031 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,374</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Carrington Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.182% due&nbsp;03/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">704</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">651</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.522% due&nbsp;12/26/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,201</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,990</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Cavendish Square Funding PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.285% due&nbsp;02/11/2055 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,605</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,958</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>CIFC Funding Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;04/24/2030 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,390</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,407</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Citigroup Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.252% due&nbsp;12/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19,074</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,719</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.262% due&nbsp;12/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,249</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,878</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.302% due&nbsp;05/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">503</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">421</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.322% due&nbsp;12/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,975</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.423% due&nbsp;09/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12,588</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,847</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.802% due&nbsp;11/25/2046 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,267</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,118</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.818% due&nbsp;03/25/2036 ^&thorn;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,572</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">941</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.352% due&nbsp;05/25/2036 ^&thorn;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">403</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.851% due&nbsp;05/25/2036 ^&thorn;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,341</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Conseco Finance Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.530% due&nbsp;02/01/2031 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">628</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">599</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.060% due&nbsp;02/01/2031 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,732</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,656</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.500% due&nbsp;03/01/2030 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,697</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,565</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Conseco Finance Securitizations Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.770% due&nbsp;09/01/2031 &thorn;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">448</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">470</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.960% due&nbsp;05/01/2031</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,488</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">579</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.060% due&nbsp;09/01/2029 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,914</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">855</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.260% due&nbsp;12/01/2030 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,649</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,672</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.850% due&nbsp;12/01/2030 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,630</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,632</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.163% due&nbsp;03/01/2033 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,592</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.546% due&nbsp;12/01/2033 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,480</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,780</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Cork Street CLO Designated Activity Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;11/27/2028 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,301</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,035</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Coronado CDO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.680% due&nbsp;09/04/2038 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">26,148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,931</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;09/04/2038</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,143</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,064</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Countrywide Asset-Backed Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.302% due&nbsp;06/25/2037 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">21,588</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;23,082</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.332% due&nbsp;04/25/2047 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,816</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.362% due&nbsp;12/25/2036 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,674</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,657</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.362% due&nbsp;01/25/2046 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">35,501</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">33,125</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.382% due&nbsp;03/25/2037 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,760</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,181</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.422% due&nbsp;05/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,296</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,551</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.582% due&nbsp;03/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18,938</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18,880</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.582% due&nbsp;04/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">447</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">418</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.652% due&nbsp;05/25/2047 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,944</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,729</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.687% due&nbsp;04/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,762</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.782% due&nbsp;12/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">325</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">277</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.837% due&nbsp;04/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15,850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,291</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.002% due&nbsp;03/25/2047 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,173</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,049</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.132% due&nbsp;02/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.447% due&nbsp;10/25/2046 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.628% due&nbsp;10/25/2032 ^~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,888</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,812</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Countrywide Asset-Backed Certificates
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.342% due&nbsp;03/25/2047 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,655</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,202</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.127% due&nbsp;11/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,081</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.859% due&nbsp;10/25/2046 ^~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,004</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,028</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Credit Suisse First Boston Mortgage Securities
Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.152% due&nbsp;02/25/2031 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">610</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">607</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Credit-Based Asset Servicing&nbsp;&amp; Securitization
CBO&nbsp;Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.430% due&nbsp;09/06/2041 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">98,839</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,824</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Credit-Based Asset Servicing&nbsp;&amp; Securitization
LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.250% due&nbsp;10/25/2036 &thorn;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,388</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,397</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>CSAB Mortgage-Backed Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due&nbsp;05/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,448</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT 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-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due&nbsp;10/25/2021 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">68</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">68</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Diamond Infrastructure Funding LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.475% due&nbsp;04/15/2049</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">981</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Duke Funding Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.624% due&nbsp;04/08/2039 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,626</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">936</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>ECAF Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.473% due&nbsp;06/15/2040</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,367</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,316</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.947% due&nbsp;06/15/2040</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,835</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>EMC Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.477% due&nbsp;04/25/2042 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,095</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,094</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Encore Credit Receivables Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.792% due&nbsp;07/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">421</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Euromax ABS PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;11/10/2095 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,565</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>FAB UK Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;12/06/2045 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,222</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,718</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>FBR Securitization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.782% due&nbsp;10/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Fieldstone Mortgage Investment Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.432% due&nbsp;07/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,770</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,037</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>First Franklin Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.672% due&nbsp;02/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,301</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.047% due&nbsp;09/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,830</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,591</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.077% due&nbsp;05/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,619</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12,987</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Flagship Credit Auto Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;12/15/2027 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,238</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>FREED ABS Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;09/20/2027 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,684</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Fremont Home Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.252% due&nbsp;01/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,158</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,812</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.582% due&nbsp;02/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,226</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">624</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Glacier Funding CDO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.415% due&nbsp;08/04/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">31,902</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,492</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>GMAC Mortgage Corp. Home Equity Loan
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.749% due&nbsp;12/25/2037 &thorn;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Greenpoint Manufactured Housing</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.230% due&nbsp;12/15/2029 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,318</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,546</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>GSAMP Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.162% due&nbsp;01/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,954</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.192% due&nbsp;01/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">881</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">644</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.242% due&nbsp;12/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">896</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">601</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.302% due&nbsp;11/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,781</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,321</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.352% due&nbsp;12/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,742</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.422% due&nbsp;04/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">503</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">394</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.642% due&nbsp;04/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17,936</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.752% due&nbsp;10/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">117</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.978% due&nbsp;06/25/2034 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,253</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,293</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Hillcrest CDO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.541% due&nbsp;12/10/2039 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">35,256</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,887</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Home Equity Mortgage Loan Asset-Backed
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.262% due&nbsp;11/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,063</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,892</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.342% due&nbsp;04/25/2037 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,176</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,343</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.422% due&nbsp;04/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,035</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Hout Bay Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.627% due&nbsp;07/05/2041 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">110,887</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;22,101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.827% due&nbsp;07/05/2041 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,871</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">616</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.957% due&nbsp;07/05/2041 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,690</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>HSI Asset Securitization Corp. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.292% due&nbsp;01/25/2037 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">32,857</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">28,605</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.322% due&nbsp;12/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">21,130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.422% due&nbsp;10/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,733</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.442% due&nbsp;12/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12,942</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,965</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>IndyMac Home Equity Mortgage Loan
Asset-Backed&nbsp;Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.778% due&nbsp;12/25/2031 ^&thorn;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">216</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>IXIS Real Estate Capital Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.077% due&nbsp;09/25/2035 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>JP Morgan Mortgage Acquisition Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.262% due&nbsp;08/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.292% due&nbsp;03/25/2047 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">801</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">798</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.403% due&nbsp;07/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,442</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">838</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.422% due&nbsp;07/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,067</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">389</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.462% due&nbsp;09/25/2029 ^&thorn;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,380</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.888% due&nbsp;10/25/2036 ^&thorn;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,535</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,517</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Jubilee CLO BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;01/15/2028 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,446</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B><FONT STYLE="white-space:nowrap">KGS-Alpha</FONT> SBA COOF
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.002% due&nbsp;04/25/2038 &laquo;~(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,207</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Labrador Aviation Finance Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.300% due&nbsp;01/15/2042 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,726</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,660</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Lehman ABS Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.192% due&nbsp;06/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,103</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,375</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Lehman XS Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.511% due&nbsp;05/25/2037 ^~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,664</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,539</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.670% due&nbsp;06/24/2046 &thorn;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">597</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">642</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Long Beach Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.482% due&nbsp;02/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">46,412</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">42,597</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.642% due&nbsp;05/25/2046 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,894</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,336</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.807% due&nbsp;11/25/2035 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">56,090</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">55,892</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Madison Park Funding Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;07/27/2047 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,814</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Margate Funding Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.513% due&nbsp;12/04/2044 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18,447</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Marlette Funding Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;07/16/2029 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,465</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;09/17/2029 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,617</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;03/15/2030 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;09/16/2030 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,789</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>MASTR Asset-Backed Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.402% due&nbsp;03/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,263</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,975</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.442% due&nbsp;06/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,794</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,605</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.462% due&nbsp;02/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,722</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,421</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.582% due&nbsp;06/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,947</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,574</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.642% due&nbsp;12/25/2035 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15,056</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,345</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.672% due&nbsp;01/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">273</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">272</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B><FONT STYLE="white-space:nowrap">Mid-State</FONT> Capital
Corp. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.742% due&nbsp;10/15/2040</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,860</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Morgan Stanley ABS Capital, Inc. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.172% due&nbsp;10/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,542</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">902</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.202% due&nbsp;11/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,349</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">985</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.222% due&nbsp;09/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,442</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,606</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.242% due&nbsp;10/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,741</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.252% due&nbsp;11/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,708</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,803</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.322% due&nbsp;10/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,864</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,312</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.402% due&nbsp;06/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,788</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,961</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.402% due&nbsp;09/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,915</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,294</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.432% due&nbsp;02/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,017</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,049</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.137% due&nbsp;01/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,376</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,007</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.052% due&nbsp;05/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">887</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">896</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Morgan Stanley Capital, Inc. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.462% due&nbsp;03/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Morgan Stanley Home Equity Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.332% due&nbsp;04/25/2037 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">24,969</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">16,534</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>National Collegiate Commutation Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;03/25/2038 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">135,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">41,348</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>New Century Home Equity Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.102% due&nbsp;01/25/2033 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">304</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">286</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Nomura Home Equity Loan, Inc. Home Equity
Loan&nbsp;Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.382% due&nbsp;07/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,287</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.432% due&nbsp;10/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,406</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,202</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>NovaStar Mortgage Funding Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.442% due&nbsp;11/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,187</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">521</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Oakwood Mortgage Investors, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.340% due&nbsp;06/15/2032 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.840% due&nbsp;11/15/2029 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,708</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,829</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.490% due&nbsp;10/15/2030 ^</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,163</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,057</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>OCP CLO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;07/20/2032 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,948</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Option One Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.232% due&nbsp;07/25/2037 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,172</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.242% due&nbsp;01/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,259</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,640</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.322% due&nbsp;01/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,824</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.352% due&nbsp;03/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">549</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">351</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.432% due&nbsp;04/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,178</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,388</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.662% due&nbsp;01/25/2037 ^&thorn;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Orient Point CDO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.400% due&nbsp;10/03/2045 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">411,872</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;151,857</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Origen Manufactured Housing Contract
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.150% due&nbsp;03/15/2032 &thorn;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE> </div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

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

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

<TD VALIGN="bottom"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="92%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>72</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">See&nbsp;Accompanying&nbsp;Notes</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="94%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD 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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Ownit Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.109% due&nbsp;10/25/2035 &thorn;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,729</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,222</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Palisades CDO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.078% due&nbsp;07/22/2039 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,285</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Park Place Securities, Inc. Asset-Backed
Pass-Through&nbsp;Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.977% due&nbsp;10/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,161</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.127% due&nbsp;12/25/2034 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">25,974</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">26,292</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>PRET LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.721% due&nbsp;07/25/2051 &thorn;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.844% due&nbsp;07/25/2051 &thorn;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,874</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Putnam Structured Product Funding Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.584% due&nbsp;10/15/2038 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,057</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">829</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>RAAC Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.728% due&nbsp;05/25/2046 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17,151</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">16,473</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Renaissance Home Equity Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.612% due&nbsp;04/25/2037 &thorn;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,152</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,234</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Residential Asset Mortgage Products Trust</B></FONT></P></TD>

<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.853% due&nbsp;04/25/2034 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,152</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,142</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.973% due&nbsp;04/25/2034 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,133</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.182% due&nbsp;02/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.217% due&nbsp;08/25/2033 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">522</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">519</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.678% due&nbsp;04/25/2034 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,080</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,063</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.083% due&nbsp;04/25/2034 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,738</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,684</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Residential Asset Securities Corp. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.362% due&nbsp;11/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,809</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,528</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.442% due&nbsp;10/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,177</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,887</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.582% due&nbsp;08/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,675</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,969</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.597% due&nbsp;04/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,880</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,369</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.762% due&nbsp;12/25/2035 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,747</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,198</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Rockford Tower CLO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;10/15/2029 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,667</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,445</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;10/20/2030 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,967</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,826</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;10/20/2031 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,967</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,495</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;04/20/2034 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">22,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15,605</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Saxon Asset Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.067% due&nbsp;11/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,547</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,499</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.787% due&nbsp;03/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,754</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,909</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Securitized Asset-Backed Receivables LLC
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.332% due&nbsp;02/25/2037 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">256</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">159</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.382% due&nbsp;07/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15,577</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,382</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.422% due&nbsp;07/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,399</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,153</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.602% due&nbsp;05/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15,140</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,416</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.702% due&nbsp;11/25/2035 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,735</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,874</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.762% due&nbsp;08/25/2035 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,992</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,680</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.777% due&nbsp;01/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Segovia European CLO DAC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;04/15/2035 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,056</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>SLM Student Loan EDC Repackaging Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;10/28/2029 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">33,638</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>SLM Student Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;01/25/2042 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,543</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>SMB Private Education Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;10/15/2048 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;09/15/2054 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">64,983</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;98,484</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>SoFi Professional Loan Program LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;01/25/2039 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">33,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,630</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;05/25/2040 (h)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">31,475</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,253</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;07/25/2040 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">157</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,594</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;09/25/2040 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,219</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,792</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Soloso CDO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.444% due&nbsp;10/07/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17,418</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,718</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Soundview Home Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.252% due&nbsp;06/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,608</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,222</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.282% due&nbsp;02/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,530</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,732</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.362% due&nbsp;02/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,739</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,244</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.382% due&nbsp;06/25/2037 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,444</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,569</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.053% due&nbsp;10/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,768</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,408</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.202% due&nbsp;09/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,060</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,966</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>South Coast Funding Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.454% due&nbsp;01/06/2041 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">172,119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">43,030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Specialty Underwriting&nbsp;&amp; Residential Finance
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.402% due&nbsp;06/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,349</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.452% due&nbsp;03/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">338</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">255</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.661% due&nbsp;02/25/2037 ^&thorn;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,818</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,425</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>START Ireland</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.089% due&nbsp;03/15/2044</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">825</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">821</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Structured Asset Securities Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.102% due&nbsp;05/25/2032 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,977</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,272</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Structured Asset Securities Corp. Mortgage Loan
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.552% due&nbsp;06/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Symphony CLO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.727% due&nbsp;07/14/2026 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15,083</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Taberna Preferred Funding Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.480% due&nbsp;05/05/2038 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,855</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.480% due&nbsp;05/05/2038 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">918</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">868</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.490% due&nbsp;02/05/2037 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17,008</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,967</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.520% due&nbsp;08/05/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,163</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,799</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.520% due&nbsp;08/05/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12,722</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,259</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Talon Funding Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.670% due&nbsp;06/05/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">682</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Towd Point Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due&nbsp;11/25/2058 ~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,388</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Tropic CDO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.444% due&nbsp;07/15/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,636</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,418</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>UCFC Home Equity Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.750% due&nbsp;04/15/2030 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">452</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">465</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Verde CDO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.363% due&nbsp;10/05/2045 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">247,308</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">70,276</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Asset-Backed Securities
(Cost&nbsp;$1,794,418)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;1,649,674</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>SOVEREIGN ISSUES 3.8%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Argentina Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.500% due&nbsp;07/09/2030 &thorn;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">36,860</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,985</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.000% due&nbsp;07/09/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,302</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,942</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.125% due&nbsp;07/09/2035 &thorn;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">35,144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,791</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.125% due&nbsp;07/09/2035 &thorn;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">361</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.125% due&nbsp;07/09/2046 &thorn;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">230</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">75</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.000% due&nbsp;01/09/2038 &thorn;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">93,277</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">35,865</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.500% due&nbsp;07/09/2041 &thorn;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20,323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,253</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">15.500% due&nbsp;10/17/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">555,410</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,087</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">34.191% (BADLARPP) due&nbsp;10/04/2022 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,476</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Argentina Treasury Bond BONCER</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.400% due&nbsp;03/25/2023 (i)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">425,782</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.450% due&nbsp;08/13/2023</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">398,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,381</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Autonomous City of Buenos Aires</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">37.958% (BADLARPP &#043;
3.750%)&nbsp;due<BR>02/22/2028&nbsp;~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">155,766</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">670</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Ecuador Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.000% due&nbsp;07/31/2030 &thorn;(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,960</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,453</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Egypt Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.875% due&nbsp;02/16/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,205</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.375% due&nbsp;04/11/2031 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,728</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,081</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.500% due&nbsp;02/16/2061 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18,050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,784</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Ghana Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.375% due&nbsp;02/11/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,477</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,790</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.875% due&nbsp;02/11/2035 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,412</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,262</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.750% due&nbsp;03/11/2061 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Ivory Coast Government International Bond</B></FONT></P></TD>

<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.875% due&nbsp;01/30/2032 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">16,147</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.625% due&nbsp;03/22/2048 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,067</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Nigeria Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.250% due&nbsp;09/28/2051 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,862</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Peru Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.350% due&nbsp;08/12/2040</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">221</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">47</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.400% due&nbsp;08/12/2034</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.940% due&nbsp;02/12/2029</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.940% due&nbsp;02/12/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">632</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.150% due&nbsp;08/12/2032</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">493</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">125</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.350% due&nbsp;08/12/2028</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,052</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">278</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.350% due&nbsp;08/12/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">849</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.900% due&nbsp;08/12/2037</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">935</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">239</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.950% due&nbsp;08/12/2031</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">602</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.200% due&nbsp;08/12/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,824</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">522</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.200% due&nbsp;08/12/2026</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">72</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Provincia de Buenos Aires</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">37.922% due&nbsp;04/12/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,209,837</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,696</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">37.922% due&nbsp;04/12/2025</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">75,030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">329</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Romania Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.625% due&nbsp;12/02/2040 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,741</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.750% due&nbsp;04/14/2041 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,549</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.875% due&nbsp;04/13/2042 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,791</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>South Africa Government International
Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due&nbsp;09/30/2049 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,207</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Turkiye Ihracat Kredi Bankasi A/S</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.250% due&nbsp;01/24/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,426</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Ukraine Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.375% due&nbsp;01/27/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,155</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,334</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.876% due&nbsp;05/21/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,549</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Venezuela Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.250% due&nbsp;10/13/2024 ^(e)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.250% due&nbsp;09/15/2027 ^(e)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">734</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Sovereign Issues (Cost&nbsp;$273,975)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;207,020</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>SHARES</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>COMMON STOCKS 1.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>COMMUNICATION SERVICES 1.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Clear Channel Outdoor Holdings, Inc. (f)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,853,248</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">16,064</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>iHeartMedia, Inc. &#145;A&#146; (f)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,021,190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">42,526</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">58,590</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>CONSUMER DISCRETIONARY 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Caesars Entertainment, Inc. (f)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Desarrolladora Homex S.A.B. de&nbsp;C.V.
(f)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">719,113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Urbi Desarrollos Urbanos S.A.B. de C.V.
(f)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,776</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>ENERGY 0.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Axis Energy Services &#145;A&#146;
&laquo;(l)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17,105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">252</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Noble Corp. (f)(l)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">179,072</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,443</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Valaris Ltd. (f)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,960</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">394</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,089</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>FINANCIALS 0.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Credit Suisse Group AG</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">277,457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,702</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>INDUSTRIALS 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>McDermott International Ltd. (f)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">945,293</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">388</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Noble Corp.</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,982</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">347</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Voyager Aviation Holdings &laquo;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">16,278</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Westmoreland Mining Holdings&nbsp;LLC
&laquo;(l)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">240,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">735</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>REAL ESTATE 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Stearns Holding LLC &#145;B&#146; &laquo;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">59,964</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>UTILITIES 0.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>TexGen Power LLC &laquo;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">450,094</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,702</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Common Stocks (Cost&nbsp;$114,102)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>78,863</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>WARRANTS 1.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>FINANCIALS 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Guaranteed Rate, Inc. - Exp.&nbsp;12/31/2060
&laquo;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">288</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR></TABLE> </div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">

<TR>

<TD WIDTH="87%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow; ">See Accompanying Notes</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>SEMIANNUAL&nbsp;REPORT</B></FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center"><FONT STYLE="font-family:Arial Narrow; ">&#124;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">DECEMBER&nbsp;31,&nbsp;2021</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>73</B></FONT></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="91%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Consolidated&nbsp;Schedule&nbsp;of&nbsp;Investments</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt" COLOR="#7f7f7f"><B>PIMCO&nbsp;Dynamic&nbsp;Income&nbsp;Fund</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR></TABLE>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


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

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<TD></TD>

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<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>SHARES</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>INDUSTRIALS 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Sequa Corp. -<BR>Exp. 04/28/2024 &laquo;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,809,304</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,930</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>INFORMATION TECHNOLOGY 1.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Windstream Holdings LLC - Exp.&nbsp;09/21/2055
&laquo;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,155,914</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">78,191</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Warrants (Cost&nbsp;$25,147)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>80,121</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>PREFERRED SECURITIES 7.4%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>BANKING&nbsp;&amp; FINANCE 4.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>AGFC Capital Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.874% (US0003M &#043; 1.750%) due&nbsp;01/15/2067 ~(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">35,500,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20,537</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>American AgCredit Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.250% due&nbsp;06/15/2026 &#149;(j)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,000,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Capital Farm Credit ACA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.000% due&nbsp;03/15/2026 &#149;(j)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,300,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,386</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Compeer Financial ACA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.875% due&nbsp;08/15/2026 &#149;(j)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,900,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,919</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Nationwide Building Society</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">10.250% ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">114,542</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">29,670</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>OCP CLO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due&nbsp;04/26/2028 (h)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,002</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Stichting AK Rabobank Certificaten</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due&nbsp;12/29/2049 &thorn;(j)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">103,752,850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">163,009</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;231,723</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>INDUSTRIALS 2.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>General Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.533% (US0003M &#043; 3.330%) due&nbsp;03/15/2022 ~(j)(n)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,372,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Sequa Corp. (15.000% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">15.000% &laquo;(d)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">83,995</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100,067</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>SHARES</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Voyager Aviation Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.500% &laquo;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">97,668</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">30,310</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">132,737</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>UTILITIES 0.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>AT&amp;T Mobility LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.000% due&nbsp;10/20/2022 &laquo;(j)(l)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,336,067</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">34,829</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Preferred Securities
(Cost&nbsp;$329,413)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;399,289</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>REAL ESTATE INVESTMENT TRUSTS 1.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>REAL ESTATE 1.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Uniti Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,146,174</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">30,068</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>VICI Properties, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">934,710</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">28,144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Real Estate Investment Trusts
(Cost&nbsp;$26,023)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>58,212</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>SHORT-TERM INSTRUMENTS 7.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>REPURCHASE AGREEMENTS (m) 3.7%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>ARGENTINA TREASURY BILLS 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">30.245% due&nbsp;02/28/2022 - 03/31/2022 (g)(h)(i)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">55,416</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">275</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>U.S. TREASURY BILLS 2.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.056% due&nbsp;01/18/2022 - 05/05/2022 (c)(g)(h)(n)(p)(r)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">116,895</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">116,883</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">


<TR>

<TD WIDTH="53%"></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 ; font-family:ARIAL; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; "><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; "><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>U.S. TREASURY CASH MANAGEMENT BILLS 1.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.096% due&nbsp;03/22/2022 - 04/26/2022 (g)(h)(n)(p)(r)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">62,520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">62,508</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Short-Term Instruments</B></FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>(Cost&nbsp;$379,699)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>379,666</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Investments in Securities</B></FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>(Cost&nbsp;$9,467,317)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;9,438,660</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; "><B>SHARES</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>INVESTMENTS IN AFFILIATES 3.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>COMMON STOCKS 3.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>AFFILIATED INVESTMENTS 3.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Associated Materials Group,&nbsp;Inc.
&laquo;(l)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11,411,610</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">79,653</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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 STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Neiman Marcus Group Ltd.&nbsp;LLC
&laquo;(l)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">602,840</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">88,220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Sierra Hamilton Holder&nbsp;LLC &laquo;(l)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">30,337,712</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">167,876</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>Total Common Stocks (Cost&nbsp;$99,529)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>167,876</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Investments in Affiliates</B></FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>(Cost&nbsp;$99,529)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>167,876</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top" COLSPAN="6"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Investments 177.9%</B></FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>(Cost&nbsp;$9,566,846)</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P>
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>9,606,536</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top" COLSPAN="6"> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Financial Derivative<BR>Instruments (o)(q) (0.3)%</B></FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>(Cost or Premiums, net&nbsp;$(36,524))</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P>
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>(15,398</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>Other Assets and Liabilities, net (77.6)%</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;(4,189,708</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top" COLSPAN="6"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>Net Assets 100.0%</B></FONT></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>5,401,430</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> </div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>
 <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>NOTES TO CONSOLIDATED SCHEDULE OF INVESTMENTS: </B></P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>*</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>A zero balance may reflect actual amounts rounding to less than one thousand.
</B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>^</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Security is in default. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>&laquo;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Security valued using significant unobservable inputs (Level 3).
</B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>&micro;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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&nbsp;funding. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>~</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 description. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>&#149;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 description. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>&thorn;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 end. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(a)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Security is an Interest Only (&#147;IO&#148;) or IO Strip.
</B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(b)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Principal only security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(c)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>When-issued security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(d)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Payment <FONT STYLE="white-space:nowrap">in-kind</FONT> security.
</B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(e)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Security is not accruing income as of the date of this report.
</B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(f)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Security did not produce income within the last twelve months.
</B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(g)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Coupon represents&nbsp;a weighted average&nbsp;yield to maturity.
</B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(h)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Zero coupon security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(i)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Principal amount of security is adjusted for inflation. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(j)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Perpetual maturity; date shown, if applicable, represents next contractual call date.
</B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(k)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Contingent convertible security. </B></FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

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

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

<TD VALIGN="bottom"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="92%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>74</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">See&nbsp;Accompanying&nbsp;Notes</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="94%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD 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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>(l)&nbsp;&nbsp;RESTRICTED SECURITIES: </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<TR>

<TD WIDTH="52%"></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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Issuer Description</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Acquisition<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Cost</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Market&nbsp;Value<BR>as&nbsp;Percentage<BR>of Net Assets</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">AT&amp;T Mobility LLC 7.000% due 10/20/2022</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/24/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">36,138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">34,829</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.64</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">%&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Associated Materials Group, Inc.</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/24/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">72,464</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">79,653</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.47</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Axis Energy Services &#145;A&#146;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/01/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">252</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">252</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Buffalo Thunder Development Authority 0.000% due 11/15/2029</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/08/2014</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Ferroglobe PLC 9.375% due 12/31/2025</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><FONT STYLE="white-space:nowrap">10/08/2021&nbsp;-&nbsp;12/09/2021</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,180</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.06</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Neiman Marcus Group Ltd. LLC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/25/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">19,376</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">88,220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.63</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Noble Corp.</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><FONT STYLE="white-space:nowrap">02/05/2021&nbsp;-&nbsp;02/27/2021</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,389</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,443</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.08</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Otterham Property Finance DAC 0.000% due 09/03/2026</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/26/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,492</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,676</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pinnacol Assurance 8.625% due 06/25/2034</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/23/2014</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">36,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">47,984</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.89</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Preylock Reitman Santa Cruz LLC 0.005% due 11/09/2022</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">04/09/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11,089</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10,930</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Project Anfora Senior 0.000% due 10/01/2026</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/30/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">40,065</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">40,975</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.76</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Project Quasar Pledgco SLU 0.000% due 09/06/2025</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/21/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">31,741</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">31,978</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Sierra Hamilton Holder LLC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/31/2017</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7,690</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Westmoreland Mining Holdings LLC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><FONT STYLE="white-space:nowrap">12/08/2014&nbsp;-&nbsp;03/26/2019</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7,008</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD COLSPAN="4" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;274,190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;349,151</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6.45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>BORROWINGS AND OTHER FINANCING
TRANSACTIONS </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>(m)&nbsp;&nbsp;REPURCHASE AGREEMENTS: </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Lending<BR>Rate</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Principal<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Collateralized By</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Collateral<BR>(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Repurchase<BR>Agreements,<BR>at Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Repurchase<BR>Agreement<BR>Proceeds<BR>to
be<BR>Received<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">JPS</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.040</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/31/2021</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/03/2022</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;100,000</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">U.S. Treasury Bonds 1.250% due 05/15/2050</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(102,582</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">100,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">100,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">MBC</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.050</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/30/2021</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/04/2022</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">100,000</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">U.S. Treasury Notes 0.375% - 0.750% due 11/30/2025 - 05/31/2026</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(103,275</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">100,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">100,001</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Repurchase Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(205,857</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;200,000</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;200,001</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>REVERSE REPURCHASE AGREEMENTS: </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<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 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="5%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Borrowing<BR>Rate<SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="4" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Amount<BR>Borrowed<SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Payable for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BCY</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/25/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(263</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(263</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/08/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(295</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(295</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/10/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,645</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,645</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,882</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,881</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BNY</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/11/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/11/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(13,304</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(13,347</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.802</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/03/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(35,547</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(35,644</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.802</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/07/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(45,610</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(45,730</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.805</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/19/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/18/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(22,620</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(22,689</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.806</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">04/08/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(50,211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(50,309</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.807</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/16/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/16/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(38,209</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(38,329</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BOM</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/16/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(9,846</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(9,849</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/13/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/11/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,654</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,660</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BOS</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.603</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/22/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/22/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6,807</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6,819</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.855</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/18/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/18/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(7,551</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(7,575</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/10/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,564</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,888</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">04/20/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(912</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/13/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,290</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/19/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,636</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,989</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,461</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,654</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(0.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,572</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,567</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/19/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,124</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,415</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/19/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/13/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(11,560</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(13,152</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/19/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/19/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(446</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(507</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/19/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(310</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(353</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/19/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6,820</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(7,760</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11/03/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/14/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,789</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,311</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11/05/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,484</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,965</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11/15/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/09/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(5,271</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(5,999</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(0.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/29/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/28/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,852</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD WIDTH="87%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" NOWRAP>See Accompanying Notes</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>75</B></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

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<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">

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<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="91%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Consolidated&nbsp;Schedule&nbsp;of&nbsp;Investments</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt" COLOR="#7f7f7f"><B>PIMCO&nbsp;Dynamic&nbsp;Income&nbsp;Fund</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">


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

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<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 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="5%"></TD></TR>

<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Counterparty</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Borrowing<BR>Rate<SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Settlement<BR>Date</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Maturity<BR>Date</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="4" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Amount<BR>Borrowed<SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Payable for<BR>Reverse<BR>Repurchase<BR>Agreements</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(412</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"> (413</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/06/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/14/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,295</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,295</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/13/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,052</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,054</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/28/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/13/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(952</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,290</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.380</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/14/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(210</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(285</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.380</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/19/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/18/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(410</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(556</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.380</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/15/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/09/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,071</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/15/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/09/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,649</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,587</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/03/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,340</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,347</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.480</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/12/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/10/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,222</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.490</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/13/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/16/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,244</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,256</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.490</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/18/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/15/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,135</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.490</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/16/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(896</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(898</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/05/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(15,220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(15,258</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/12/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/10/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(733</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(735</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/14/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/12/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,725</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,729</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/22/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/24/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(713</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(714</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/03/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(179</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(180</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/04/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/04/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,269</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,274</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/06/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/10/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(861</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(862</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/26/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(486</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(486</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/20/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/21/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,093</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,095</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/21/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,464</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,472</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/27/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/21/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,703</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,703</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/21/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/21/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(859</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(860</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/14/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/18/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(22,992</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(23,019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/21/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(10,493</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(10,509</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/18/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,599</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.530</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/05/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">05/12/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,063</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,065</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.530</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">05/12/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,643</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,644</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/08/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,133</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/09/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(21,139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(21,205</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/02/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,142</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/03/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/08/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(746</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(748</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/28/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/08/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(381</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(382</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/30/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/08/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(96</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.738</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/04/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,946</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,702</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.810</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/02/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(42,490</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(42,607</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.810</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/08/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(40,239</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(40,344</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.810</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/07/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,394</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,409</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.810</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/19/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/08/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,604</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,608</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.810</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/20/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,673</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,686</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.838</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/04/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(10,459</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(14,176</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/16/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/16/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(71,146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(71,381</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/10/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/10/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,329</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,329</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/17/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/23/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,651</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,653</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/28/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,735</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/21/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(903</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/24/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(184</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(183</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/06/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,212</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,376</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/15/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/09/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(591</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(672</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/17/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/18/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(269</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(307</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/03/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,103</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,523</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/17/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(8,533</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(9,713</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/05/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/04/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(493</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(561</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/17/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/18/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(223</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(253</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/18/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,083</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,083</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/02/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,325</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,327</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/25/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,853</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,854</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/02/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/13/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(366</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,243</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,243</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/16/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/15/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/19/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,889</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,890</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/19/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,354</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/05/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/06/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,904</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/02/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(11,920</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(11,929</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/06/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,890</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,893</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/10/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(12,038</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(12,042</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,475</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,479</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.480</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/20/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(30,975</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(30,986</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

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

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

<TD VALIGN="bottom"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="92%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>76</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">See&nbsp;Accompanying&nbsp;Notes</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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; font-family:ARIAL; font-size:7pt">

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<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="94%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD 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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">


<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" WIDTH="3%"></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></TR>

<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Counterparty</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Borrowing<BR>Rate<SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Settlement<BR>Date</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Maturity<BR>Date</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="4" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Amount<BR>Borrowed<SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Payable for<BR>Reverse<BR>Repurchase<BR>Agreements</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/16/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/18/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,192</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/27/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/18/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(359</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/05/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/18/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,035</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,037</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/17/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(143</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(143</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/03/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(768</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(770</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/30/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/02/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(11,295</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(11,305</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/06/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,711</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,713</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/10/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(12,942</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(12,947</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/18/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,305</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,305</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/24/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,456</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/26/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(361</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(14,059</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(14,078</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,381</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,382</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,062</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,069</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/14/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,939</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,940</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/17/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,261</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,262</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/21/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,255</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,256</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/29/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/18/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,424</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,424</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/29/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,259</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,259</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/10/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(256</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(256</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/10/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(8,754</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(8,773</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.598</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/07/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,232</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,234</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.599</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/14/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,732</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,733</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/19/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/19/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(16,048</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(16,092</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/19/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(26,018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(26,091</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.605</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/28/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/24/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,775</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,788</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.716</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/16/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/17/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,647</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,648</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,558</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,562</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.763</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/10/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,359</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,361</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.798</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/03/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(12,545</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(12,579</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(50,951</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(50,979</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.802</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/03/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(33,160</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(33,250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.802</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(10,628</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(10,657</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.803</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/21/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(28,977</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(28,993</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.806</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/07/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(9,051</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(9,069</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.806</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(23,201</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(23,247</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.808</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/27/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/28/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(14,725</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(14,768</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.808</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/28/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(21,629</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(21,691</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(775</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(776</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.866</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/16/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/17/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(17,864</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(17,872</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.916</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/16/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/17/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.939</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/10/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/10/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(11,825</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(11,832</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BYR</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/26/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/26/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,833</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,837</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/26/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,479</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,482</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/10/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/26/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,118</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.610</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/25/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,052</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,052</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/31/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/25/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(26,885</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(27,012</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/14/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/25/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,042</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,052</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/24/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/25/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,015</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/30/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/25/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(599</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(601</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/30/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/25/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(990</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(994</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/05/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/25/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,830</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,836</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/16/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/25/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(892</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(894</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/01/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/25/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(12,890</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(12,926</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/17/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/25/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(640</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(642</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">CDC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.230</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/10/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(16,591</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(16,597</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/27/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/27/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,079</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,081</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/01/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/27/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,345</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/07/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/05/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,357</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,359</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/15/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/13/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/19/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/27/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,475</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,477</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/20/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/27/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,732</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,735</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/22/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/27/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,447</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,448</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/27/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/27/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(311</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(312</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/21/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/21/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,525</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,529</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/24/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(299</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(299</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/28/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(188</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(189</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD WIDTH="87%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" NOWRAP>See Accompanying Notes</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>77</B></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="91%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Consolidated&nbsp;Schedule&nbsp;of&nbsp;Investments</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt" COLOR="#7f7f7f"><B>PIMCO&nbsp;Dynamic&nbsp;Income&nbsp;Fund</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">


<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" WIDTH="4%"></TD>
<TD 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="5%"></TD></TR>

<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Counterparty</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Borrowing<BR>Rate<SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Settlement<BR>Date</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Maturity<BR>Date</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="4" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Amount<BR>Borrowed<SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Payable for<BR>Reverse<BR>Repurchase<BR>Agreements</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/05/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/05/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,712</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"> (3,716</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/12/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/13/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,484</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,486</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.490</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/03/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(27,222</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(27,268</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.490</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/14/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/14/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,529</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,533</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.490</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/20/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/21/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(508</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(509</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.490</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/06/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/06/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,591</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,593</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.490</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/07/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,939</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,944</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.490</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/19/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(611</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(612</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.490</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/18/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,348</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,349</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.490</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/14/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/06/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,267</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,268</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.490</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/14/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/18/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,814</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,816</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/30/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/31/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(542</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(544</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/03/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(33,681</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(33,753</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/07/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(10,419</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(10,432</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/22/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,865</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,875</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/26/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/31/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,171</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,175</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/28/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,068</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,074</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/01/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/31/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,236</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/21/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,966</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,966</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/31/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,047</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,047</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,638</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,638</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">CEW</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/19/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/13/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(187</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(212</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/19/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/19/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(92</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(11,591</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(15,699</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(947</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,282</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/29/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,192</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,614</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/12/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/11/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(672</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(674</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/22/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,941</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,944</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,873</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,876</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/05/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,898</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,915</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/09/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,706</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,709</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(20,212</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(20,227</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/09/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,073</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,072</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/19/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/19/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,188</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,981</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,982</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.560</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/16/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(23,183</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(23,190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/11/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/11/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(14,476</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(14,511</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/19/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/22/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,888</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,893</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/22/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/21/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,072</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,075</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/19/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/19/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/16/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(20,471</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(20,478</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/24/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/22/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(14,321</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(14,360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/11/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/11/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(19,219</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(19,281</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.802</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/22/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/22/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,776</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,790</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">CIB</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.570</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/12/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/13/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,623</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,625</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.570</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/13/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/18/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,709</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,716</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.570</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/14/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/13/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(20,955</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(20,982</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">DBL</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.410</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/05/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/04/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,321</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,054</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/15/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/09/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(307</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(349</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/15/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/09/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(192</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(218</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.340</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/05/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(914</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,040</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.340</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(13,379</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(15,223</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.340</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/15/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/09/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,734</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,387</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.330</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/19/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(476</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(541</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/02/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/31/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,054</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/05/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(9,231</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(10,504</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/19/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/13/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(886</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,008</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/19/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/14/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,454</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(8,482</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/19/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/17/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(440</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(501</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/05/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/19/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(751</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(855</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/05/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/04/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(931</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,059</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">FOB</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,734</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,739</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">GLM</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.784</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/22/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/24/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(121,864</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(122,137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">GSC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.620</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/12/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/19/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(21,251</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(21,281</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">IND</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/07/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/13/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,493</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,976</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/21/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/21/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(13,306</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(13,307</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/21/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/24/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/21/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/17/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(14,322</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(14,323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/21/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/21/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,248</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,248</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/21/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/24/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,872</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,873</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

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

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

<TD VALIGN="bottom"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="92%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>78</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">See&nbsp;Accompanying&nbsp;Notes</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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; font-family:ARIAL; font-size:7pt">

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<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="94%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD 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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">


<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" WIDTH="3%"></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></TR>

<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Counterparty</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Borrowing<BR>Rate<SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Settlement<BR>Date</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Maturity<BR>Date</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="4" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Amount<BR>Borrowed<SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Payable for<BR>Reverse<BR>Repurchase<BR>Agreements</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/27/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/28/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(23,693</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(23,716</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/02/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,989</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,992</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/22/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/10/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,301</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,305</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/28/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/28/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(901</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(901</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.290</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/03/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(634</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(634</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/09/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(561</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(562</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/29/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/29/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,852</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/21/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/09/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(809</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(810</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.310</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/01/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(8,678</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(8,685</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.310</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/06/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/06/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(963</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(964</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.310</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/07/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/06/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(15,301</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(15,313</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/21/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/14/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.330</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/21/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/14/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(181</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(181</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/21/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/24/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(13,893</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(13,894</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/24/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,926</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,927</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.370</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/21/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/17/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,393</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,394</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.370</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/21/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/24/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(9,630</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(9,631</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.370</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/24/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(18,663</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(18,665</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.410</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/21/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/21/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(18,856</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(18,859</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/02/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(632</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(632</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/28/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,228</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,230</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/30/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,852</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,854</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/15/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/10/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,590</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,591</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/17/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(10,082</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(10,084</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/27/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,461</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,462</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/02/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,831</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,834</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/03/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,790</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,795</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/31/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,390</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,394</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,031</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.440</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/02/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,171</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,173</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.440</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/03/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,244</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,257</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.440</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/06/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(172</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(172</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.440</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/27/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/28/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,953</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,961</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.440</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/03/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(529</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(530</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.440</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/03/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,237</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,239</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.440</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/21/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/17/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,498</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,498</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/02/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,931</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,943</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.460</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/06/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,294</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,299</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.480</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">05/06/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/04/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,647</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,672</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.480</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/22/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/04/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">JML</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(472</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(530</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/26/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(699</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(788</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/29/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,282</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/03/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,074</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,209</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/21/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(349</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(395</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/13/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(702</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(797</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,509</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,848</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/01/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(477</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/01/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,769</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,284</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/29/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/28/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/16/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(378</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,769</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/29/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/28/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(93</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(18,274</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(20,786</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/29/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,830</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,082</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/02/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(11,875</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(13,510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.380</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/14/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(39,985</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(45,481</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.380</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/28/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/27/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,340</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.380</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/03/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/28/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,271</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,446</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.380</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/11/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(76,680</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(87,251</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/25/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/13/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,978</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,526</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/29/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/28/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(761</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(866</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,982</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,532</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.340</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,789</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,036</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/06/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/14/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,718</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,230</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/14/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/17/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,667</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,172</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/15/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/09/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,916</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,180</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/17/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/18/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(891</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,014</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/20/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(971</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(971</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.083</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/16/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/11/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,268</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,583</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD WIDTH="87%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" NOWRAP>See Accompanying Notes</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>79</B></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="91%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Consolidated&nbsp;Schedule&nbsp;of&nbsp;Investments</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt" COLOR="#7f7f7f"><B>PIMCO&nbsp;Dynamic&nbsp;Income&nbsp;Fund</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">


<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" WIDTH="4%"></TD>
<TD 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="5%"></TD></TR>

<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Counterparty</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Borrowing<BR>Rate<SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Settlement<BR>Date</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Maturity<BR>Date</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="4" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Amount<BR>Borrowed<SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Payable for<BR>Reverse<BR>Repurchase<BR>Agreements</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/07/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/19/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,014</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,014</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/06/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/19/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,692</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,693</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/09/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,736</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,351</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/14/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/17/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(9,632</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/19/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/18/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,742</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,777</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/26/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/13/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,972</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,976</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/15/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/09/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.380</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/01/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(608</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(823</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/13/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(44,299</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(44,342</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/02/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,001</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,356</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/07/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/19/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(15,879</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(15,884</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/15/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/13/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(732</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(732</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/12/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/24/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,796</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.984</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/02/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/28/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,035</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(8,182</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.084</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/02/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/28/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,996</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(9,487</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/02/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/28/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,864</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">MBC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/02/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/28/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(11,424</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(15,483</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.805</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/24/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/24/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(9,689</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(9,718</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/02/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/28/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,619</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(10,328</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">MEI</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/23/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,777</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,777</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.759</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/14/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/15/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(814</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">MSB</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.625</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/29/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,666</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,668</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.803</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/22/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/22/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(24,965</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(25,022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/03/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/14/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(13,584</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(13,661</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">NOM</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/24/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(409</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(410</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/16/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,287</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,292</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(725</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(728</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.380</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/04/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,459</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,463</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.380</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/22/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(10,178</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(10,186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(990</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(991</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/15/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/14/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,334</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,335</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.470</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/05/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,436</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,446</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">RCE</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2.100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/26/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,348</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,662</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/26/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(503</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(571</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/26/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,532</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(8,568</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/15/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,634</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,859</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/13/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,569</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,918</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,401</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(8,422</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/15/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/09/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,918</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,321</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.087</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/16/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/11/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(9,423</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(10,730</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/15/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/09/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,574</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,132</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">RDR</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(10,262</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(10,251</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/20/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/20/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,061</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,064</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/21/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/20/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,917</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,919</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/22/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/20/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(471</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(472</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/20/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(16,099</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(16,111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/24/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/20/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(304</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(304</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/28/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/20/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(178</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(178</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/12/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/20/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(10,261</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(10,269</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/21/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/20/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/22/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/20/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,321</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/21/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/20/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(8,136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(8,137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/01/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/20/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,080</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,080</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">RTA</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.454</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/10/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/31/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(15,209</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(15,220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.454</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/31/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.480</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/03/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,131</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.487</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/03/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(9,089</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(9,104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.607</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/01/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,561</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,571</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">SBI</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.805</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/01/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(53,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(53,247</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.808</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/27/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/28/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(9,415</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(9,442</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.937</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">05/25/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/22/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(11,936</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(12,006</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.937</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/20/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/22/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(9,452</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(9,507</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.937</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/22/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/22/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(13,397</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(13,475</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">SCX</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.440</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/19/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/19/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(9,592</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(10,910</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/16/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/11/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,984</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,257</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/19/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/19/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(996</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,133</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/04/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/19/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,517</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,726</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/16/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/11/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(8,603</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(9,791</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.310</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/15/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/09/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,792</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,177</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

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

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

<TD VALIGN="bottom"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="92%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>80</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">See&nbsp;Accompanying&nbsp;Notes</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="94%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD 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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">


<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" WIDTH="4%"></TD>
<TD 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="5%"></TD></TR>

<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Counterparty</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Borrowing<BR>Rate<SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Settlement<BR>Date</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Maturity<BR>Date</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="4" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Amount<BR>Borrowed<SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Payable for<BR>Reverse<BR>Repurchase<BR>Agreements</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">SGY</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,261</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,261</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.340</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(515</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(515</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/20/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(11,689</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(11,688</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/23/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/19/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(541</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(541</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">SOG</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/16/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(574</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(574</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/19/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,721</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,721</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.340</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/24/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,344</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,348</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/22/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(28,973</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(28,994</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/26/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,874</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,876</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/30/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/06/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(217</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(217</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/19/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,084</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,089</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.440</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/08/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(12,943</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(12,952</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.440</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/26/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/08/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,649</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,651</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/21/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(882</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(883</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.470</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/12/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/13/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,032</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,039</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/15/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/14/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(8,464</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(8,484</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/16/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/14/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,774</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,785</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/16/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/18/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(787</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(789</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/19/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/19/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,390</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,403</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/20/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/20/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(683</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(684</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/21/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/21/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,438</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,448</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/27/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/20/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(678</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(679</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/12/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/20/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,058</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,072</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/20/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/22/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,288</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,294</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/01/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(14,278</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(14,302</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/02/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(14,827</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(14,853</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/03/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,536</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,545</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/07/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(23,193</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(23,231</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,792</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,799</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/13/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/15/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,266</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,269</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/16/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/16/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(24,324</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(24,361</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/17/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/17/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(11,337</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(11,354</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/22/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/23/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,551</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,557</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/23/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(11,509</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(11,526</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/27/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/23/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(412</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(412</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/28/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/16/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(921</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(922</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/28/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/28/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,053</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,062</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/30/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/16/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,670</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,672</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/01/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(8,520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(8,531</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/04/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,075</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,076</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/07/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(9,478</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(9,489</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/12/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/14/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(91</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(91</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/13/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/13/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(28,620</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(28,653</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/14/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/13/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(10,640</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(10,653</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/19/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/19/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(35,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(35,237</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/20/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/19/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(160</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(160</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/21/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/21/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,357</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/22/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/21/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(16,068</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(16,105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/22/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/23/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(9,534</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(9,547</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/22/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/28/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,388</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,391</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/29/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/19/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,588</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,590</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/03/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/19/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(884</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(886</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/12/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/16/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,114</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/16/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">05/16/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,271</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,276</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/26/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/17/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,691</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,693</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/14/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/19/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(10,787</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(10,790</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/20/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/21/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/20/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">05/16/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/11/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/19/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/19/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(993</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(994</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/02/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,207</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/07/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,273</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,277</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(489</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(491</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/24/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(355</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(356</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,806</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,825</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/12/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/14/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,866</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,871</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/27/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/27/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,854</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,861</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD WIDTH="87%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" NOWRAP>See Accompanying Notes</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>81</B></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="91%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Consolidated&nbsp;Schedule&nbsp;of&nbsp;Investments</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt" COLOR="#7f7f7f"><B>PIMCO&nbsp;Dynamic&nbsp;Income&nbsp;Fund</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">


<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" WIDTH="3%"></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></TR>

<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Counterparty</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Borrowing<BR>Rate<SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Settlement<BR>Date</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Maturity<BR>Date</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="4" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Amount<BR>Borrowed<SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Payable for<BR>Reverse<BR>Repurchase<BR>Agreements</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/04/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">05/04/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(11,353</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(11,380</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/05/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">05/04/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(361</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/31/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/27/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,140</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/27/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/27/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(888</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(890</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/30/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,505</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,519</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/30/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">05/04/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(25,731</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(25,783</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/01/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/27/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(32,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(32,759</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/21/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">05/04/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,406</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,411</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/26/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/27/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,828</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,832</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/04/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/27/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(319</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/14/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(13,536</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(13,540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/21/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/27/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/27/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,778</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,779</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.763</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/13/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(33,516</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(33,644</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.808</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/27/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/25/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(11,836</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(11,870</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.853</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/03/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(71,007</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(71,264</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.856</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/19/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/18/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(26,608</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(26,695</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.857</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/13/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/16/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,581</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,593</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.888</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/14/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/16/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,209</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,210</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.938</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/14/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/16/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(15,450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(15,458</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">TDM</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/07/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(147</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(147</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/16/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(18,540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(18,543</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/27/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(91</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(91</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/27/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(274</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(274</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">UBS</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.048</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/27/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/25/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,599</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/01/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,697</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,071</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.037</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/16/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/11/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(10,515</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(11,972</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.142</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/19/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/17/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,621</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,401</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/04/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(385</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(385</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/13/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,946</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/18/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(9,273</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(9,285</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/19/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,743</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,748</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/24/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(21,591</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(21,619</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/26/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(801</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/30/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,648</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/30/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,295</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,301</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/01/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(941</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(942</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/02/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,169</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,171</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/03/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(12,279</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(12,293</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/20/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,337</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,342</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/21/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,903</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,910</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(187</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/30/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,554</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,561</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/30/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(663</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(664</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/01/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,531</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,534</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/05/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,749</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,754</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/21/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/22/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,925</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,926</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/28/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(10,261</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(10,267</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/04/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,881</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,547</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(930</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(931</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/26/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(575</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(576</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/01/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(307</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(307</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,207</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,207</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/23/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,165</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,164</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/06/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(884</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(884</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/01/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,131</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,133</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/10/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(21,882</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(21,888</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/06/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,238</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,238</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/13/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/14/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(29,716</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(29,745</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/14/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/14/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(15,730</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(15,745</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/14/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(825</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(825</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/19/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/18/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(36,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(36,033</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/04/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/05/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(12,411</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(12,420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/18/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(82</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(82</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/30/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/28/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(18,963</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(18,971</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/28/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,554</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,553</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/27/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/28/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,526</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,527</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/04/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(181</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(181</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/12/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/10/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(13,449</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(13,482</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

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

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<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

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<TD WIDTH="92%"></TD>

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<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>82</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">See&nbsp;Accompanying&nbsp;Notes</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR></TABLE>


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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD 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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">


<TR>

<TD WIDTH="29%"></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" WIDTH="4%"></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></TR>

<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Counterparty</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Borrowing<BR>Rate<SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Settlement<BR>Date</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Maturity<BR>Date</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="4" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Amount<BR>Borrowed<SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Payable for<BR>Reverse<BR>Repurchase<BR>Agreements</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/13/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/11/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/14/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/12/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(25,280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(25,341</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/16/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/14/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,356</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,362</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/30/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/14/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,239</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,243</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/10/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,743</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,743</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/14/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/10/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,261</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,264</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/15/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/18/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,406</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,413</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/18/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(367</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(368</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.751</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/10/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,616</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,544</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.798</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/07/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(30,808</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(30,889</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.802</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/03/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(14,562</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(14,601</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.806</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/08/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(24,855</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(24,903</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.852</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/20/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/20/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(66,511</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(66,774</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="8"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Reverse Repurchase Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(3,897,752</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>BORROWINGS AND OTHER FINANCING
TRANSACTIONS SUMMARY </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT 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 December&nbsp;31, 2021: </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt" ALIGN="center">


<TR>

<TD WIDTH="40%"></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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Repurchase<BR>Agreement<BR>Proceeds<BR>to
be<BR>Received<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Payable for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Payable for<BR><FONT STYLE="white-space:nowrap">Sale-Buyback</FONT><BR>Transactions</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Total<BR>Borrowings&nbsp;and<BR>Other&nbsp;Financing<BR>Transactions</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Collateral<BR>Pledged/(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Net&nbsp;Exposure<SUP STYLE="font-size:85%; vertical-align:top">(4)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Global/Master Repurchase Agreement</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BCY</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(12,594</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(12,594</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(12,594</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BNY</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(206,048</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(206,048</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">261,416</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">55,368</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BOM</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(14,509</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(14,509</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">18,177</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,668</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BOS</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(14,394</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(14,394</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">18,748</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,354</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(377,592</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(377,592</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">450,733</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">73,141</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(509,222</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(509,222</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">638,622</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;129,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BYR</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(55,468</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(55,468</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">67,954</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12,486</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">CDC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(173,420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(173,420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">193,174</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">19,754</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">CEW</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(172,222</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(172,222</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">214,464</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">42,242</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">CIB</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(28,323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(28,323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">32,154</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,831</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">DBL</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(52,420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(52,420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">57,565</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,145</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">FOB</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,739</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,739</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,847</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">GLM</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(122,137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(122,137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">155,487</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">33,350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">GSC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(21,281</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(21,281</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">27,113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,832</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">IND</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(246,101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(246,101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">262,741</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">16,640</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">JML</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(344,365</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(344,365</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">405,986</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">61,621</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">JPS</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">100,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">100,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(102,582</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,582</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">MBC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">100,001</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(35,529</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">64,472</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(58,311</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,161</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">MEI</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,879</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,879</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,318</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,439</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">MSB</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(42,351</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(42,351</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">53,360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11,009</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">NOM</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(32,036</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(32,036</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">35,583</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,547</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">RCE</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(41,183</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(41,183</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">43,924</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,741</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">RDR</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(55,168</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(55,168</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">57,318</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">RTA</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(33,239</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(33,239</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">38,326</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,087</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">SBI</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(97,677</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(97,677</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">127,835</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">30,158</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">SCX</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(28,994</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(28,994</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">31,426</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,432</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">SGY</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(15,457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(15,457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,951</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(13,506</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">SOG</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(663,924</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(663,924</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">771,613</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">107,689</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">TDM</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(19,055</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(19,055</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">19,614</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">559</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">UBS</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(477,425</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(477,425</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">586,935</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">109,510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Borrowings and Other Financing&nbsp;Transactions</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;200,001</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(3,897,752</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></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="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD 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:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">

<TR>

<TD WIDTH="87%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow; ">See Accompanying Notes</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>SEMIANNUAL&nbsp;REPORT</B></FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center"><FONT STYLE="font-family:Arial Narrow; ">&#124;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">DECEMBER&nbsp;31,&nbsp;2021</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>83</B></FONT></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="91%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Consolidated&nbsp;Schedule&nbsp;of&nbsp;Investments</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt" COLOR="#7f7f7f"><B>PIMCO&nbsp;Dynamic&nbsp;Income&nbsp;Fund</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>CERTAIN TRANSFERS ACCOUNTED FOR AS
SECURED BORROWINGS </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><B>Remaining Contractual Maturity of the Agreements </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt" ALIGN="center">


<TR>

<TD WIDTH="49%"></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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Overnight&nbsp;and<BR>Continuous</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Up&nbsp;to&nbsp;30&nbsp;days</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B><FONT STYLE="white-space:nowrap">31-90&nbsp;days</FONT></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Greater&nbsp;Than&nbsp;90&nbsp;days</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="20"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Reverse Repurchase Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Corporate Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(538,390</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(749,946</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(729,653</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,017,989</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Convertible Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(8,482</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6,571</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(15,053</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">U.S. Government Agencies</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(54,264</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(27,680</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(81,944</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed
Securities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(158,154</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(497,529</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(132,497</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(788,180</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Asset-Backed Securities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(149,750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(432,156</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(72,203</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(654,109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Sovereign Issues</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(88,439</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(74,321</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(19,501</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(182,261</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Preferred Securities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(59,398</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(87,251</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(11,567</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(158,216</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Borrowings</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,056,877</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,868,883</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(971,992</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(3,897,752</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Payable for reverse repurchase agreements<SUP
STYLE="font-size:85%; vertical-align:top"> </SUP></B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>(3,897,752</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(n)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Securities with an aggregate market value of $4,603,359 and cash of $26,427 have been
pledged as collateral under the terms of the above master agreements as of December&nbsp;31, 2021. </B></FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">Includes accrued interest. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">The average amount of borrowings outstanding during the period ended December 31, 2021 was
$(3,995,573) at a weighted average interest rate of 1.380%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. The amounts reflect the cumulative total activity of PIMCO Dynamic
Income Fund, PIMCO Income Opportunity Fund, and PIMCO Dynamic Credit and Mortgage Income Fund during the period. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">Open maturity reverse repurchase agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(4)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 information. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>(o)&nbsp;&nbsp;FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>SWAP AGREEMENTS: </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION<SUP
STYLE="font-size:85%; vertical-align:top">(1)</SUP> </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<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="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>
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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>
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<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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Reference Entity</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Fixed<BR>Receive&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Implied<BR>Credit&nbsp;Spread&nbsp;at<BR>December&nbsp;31,&nbsp;2021<SUP
STYLE="font-size:85%; vertical-align:top">(2)</SUP></B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Notional<BR>Amount<SUP
STYLE="font-size:85%; vertical-align:top">(3)</SUP></B></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Market<BR>Value<SUP
STYLE="font-size:85%; vertical-align:top">(4)</SUP></B></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Variation&nbsp;Margin</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Atlantia SPA</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/20/2025</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.859</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">EUR&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Bombardier, Inc.</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/20/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3.362</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">121</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Bombardier, Inc.</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/20/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3.594</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">93</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">86</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Jaguar Land Rover Automotive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/20/2026</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3.521</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">EUR&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">675</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">705</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Jaguar Land Rover Automotive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/20/2026</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3.685</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">15,613</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">823</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">259</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,082</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Rolls-Royce PLC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/20/2025</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.481</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">25,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,879</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,346</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(533</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Rolls-Royce PLC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/20/2026</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.612</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">21,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,566</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">926</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(640</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(3,964</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;4,786</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">822</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;72</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>INTEREST RATE SWAPS </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt" ALIGN="center">


<TR>

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

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

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

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

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

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

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

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

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Pay/Receive<BR>Floating&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Floating Rate&nbsp;Index</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Fixed&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Notional<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Variation&nbsp;Margin</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/16/2030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">27,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">335</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,006</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,341</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(172</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive<SUP STYLE="font-size:85%; vertical-align:top">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/16/2052</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">9,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(163</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">437</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">274</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(238</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive<SUP STYLE="font-size:85%; vertical-align:top">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/21/2052</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">38,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,084</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,173</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,089</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(995</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">1-Day</FONT>
<FONT STYLE="white-space:nowrap">USD-SOFR</FONT> <FONT STYLE="white-space:nowrap">Compounded-OIS</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/15/2026</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(79</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">1-Day</FONT>
<FONT STYLE="white-space:nowrap">USD-SOFR</FONT> <FONT STYLE="white-space:nowrap">Compounded-OIS</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/15/2031</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;98,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">487</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,712</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">1-Day</FONT>
<FONT STYLE="white-space:nowrap">USD-SOFR</FONT> <FONT STYLE="white-space:nowrap">Compounded-OIS</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/15/2051</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">25,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(2,442</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">652</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,790</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">1-Year</FONT>
<FONT STYLE="white-space:nowrap">BRL-CDI</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2.840</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Maturity</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">BRL</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">1-Year</FONT>
<FONT STYLE="white-space:nowrap">BRL-CDI</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2.848</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Maturity</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">1-Year</FONT>
<FONT STYLE="white-space:nowrap">BRL-CDI</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2.859</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Maturity</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">1-Year</FONT>
<FONT STYLE="white-space:nowrap">BRL-CDI</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2.860</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Maturity</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">57,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">159</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">159</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">1-Year</FONT>
<FONT STYLE="white-space:nowrap">BRL-CDI</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2.865</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Maturity</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">1-Year</FONT>
<FONT STYLE="white-space:nowrap">BRL-CDI</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2.870</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Maturity</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">20,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">54</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">54</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">1-Year</FONT>
<FONT STYLE="white-space:nowrap">BRL-CDI</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2.880</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Maturity</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">48,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">131</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">131</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">1-Year</FONT>
<FONT STYLE="white-space:nowrap">BRL-CDI</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2.883</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Maturity</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">76,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

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

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

<TD VALIGN="bottom"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="92%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>84</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">See&nbsp;Accompanying&nbsp;Notes</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="94%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD 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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" ALIGN="center">


<TR>

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

<TD VALIGN="bottom"></TD>
<TD WIDTH="26%"></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="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" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>

<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Pay/Receive<BR>Floating&nbsp;Rate</B></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Floating Rate&nbsp;Index</B></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Fixed&nbsp;Rate</B></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Payment<BR>Frequency</B></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Maturity<BR>Date</B></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Notional<BR>Amount</B></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Premiums<BR>Paid/(Received)</B></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Market<BR>Value</B></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Variation&nbsp;Margin</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Asset</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Liability</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">1-Year</FONT>
<FONT STYLE="white-space:nowrap">BRL-CDI</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.884</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">
&#037;
&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Maturity</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">BRL</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">16,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">43</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">43</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">1-Year</FONT>
<FONT STYLE="white-space:nowrap">BRL-CDI</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.886</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Maturity</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">23,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">63</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">63</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">1-Year</FONT>
<FONT STYLE="white-space:nowrap">BRL-CDI</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3.360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Maturity</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">85,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">235</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">1-Year</FONT>
<FONT STYLE="white-space:nowrap">BRL-CDI</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4.640</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Maturity</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,762,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,459</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,259</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">1-Year</FONT>
<FONT STYLE="white-space:nowrap">BRL-CDI</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6.170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Maturity</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/02/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">599,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,180</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,291</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">1-Year</FONT>
<FONT STYLE="white-space:nowrap">BRL-CDI</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7.655</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Maturity</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/02/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">872,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,261</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,261</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.860</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/26/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">261</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">242</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/19/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">30,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(284</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,404</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/21/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">152,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,868</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,548</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/16/2026</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">184,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,836</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,769</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,605</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.660</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/21/2026</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">483,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(86</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(16,269</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(16,355</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">165</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/21/2026</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">303,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,433</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,582</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,851</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">121</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive<SUP STYLE="font-size:85%; vertical-align:top">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/15/2027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/21/2027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">209,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(15,186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">16,466</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/20/2027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">91,250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,072</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,686</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,758</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">61</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/16/2028</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">660</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(39</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/20/2028</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(489</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">905</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">416</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/15/2031</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">16,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(254</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(290</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.930</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/19/2038</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">142,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">381</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">16,879</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17,260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/20/2043</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(241</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(245</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/16/2045</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(721</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(773</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/20/2048</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">288</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(802</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(514</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/15/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(73</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(82</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">Semi-Annual</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/12/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,543</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(94</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/11/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">63,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12,006</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,858</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(247</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/16/2051</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">44,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,405</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,219</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(175</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;
ZAR-JIBAR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5.873</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Quarterly</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">05/12/2026</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">ZAR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">882,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(466</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">88</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/18/2030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">373</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">321</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">694</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/17/2030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/18/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">42</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">181</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/17/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">28-Day</FONT>
<FONT STYLE="white-space:nowrap">MXN-TIIE</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Lunar</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/27/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">MXN</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">346,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(525</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(484</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">28-Day</FONT>
<FONT STYLE="white-space:nowrap">MXN-TIIE</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">Lunar</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/03/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">229,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(321</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(329</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<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"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(10,044</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17,880</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,836</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">593</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Swap Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(14,008</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;22,666</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>8,658</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;665</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(2,400</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>FINANCIAL DERIVATIVE INSTRUMENTS:
EXCHANGE-TRADED OR CENTRALLY CLEARED SUMMARY </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT 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 December&nbsp;31, 2021: </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt" ALIGN="center">


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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>

<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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="border-bottom:1.00px solid #000000"><FONT STYLE="font-family:Arial Narrow; font-size:7pt"><B>Financial Derivative Assets</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="border-bottom:1.00px solid #000000"><FONT STYLE="font-family:Arial Narrow; font-size:7pt"><B>Financial Derivative Liabilities</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="border-bottom:1.00px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Market&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1.00px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Variation Margin<BR>Asset</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="border-bottom:1.00px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Market&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1.00px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Variation Margin<BR>Liability</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Purchased<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Futures</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Written<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Futures</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Exchange-Traded or Centrally Cleared</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;665</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;665</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(2,400)</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(2,400)</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(p)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Securities with an aggregate market value of $36,058 and cash of $52,507 have been pledged
as collateral for exchange-traded and centrally cleared financial derivative instruments as of December&nbsp;31, 2021. </B></FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 index. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">Implied credit spreads, represented in absolute terms, utilized in determining the market
value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit
spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity&#146;s
credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(4)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(5)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 information. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD WIDTH="87%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" NOWRAP>See Accompanying Notes</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>85</B></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="91%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Consolidated&nbsp;Schedule&nbsp;of&nbsp;Investments</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt" COLOR="#7f7f7f"><B>PIMCO&nbsp;Dynamic&nbsp;Income&nbsp;Fund</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>(q)&nbsp;&nbsp;FINANCIAL
DERIVATIVE INSTRUMENTS: OVER THE COUNTER </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>FORWARD FOREIGN
CURRENCY CONTRACTS: </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


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<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="4%"></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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Settlement<BR>Month</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Currency to<BR>be&nbsp;Delivered</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Currency to<BR>be&nbsp;Received</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Unrealized&nbsp;Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BOA</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">CZK</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,672</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">124</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">792</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8,756</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,605</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">184</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">MXN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">9,499</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">460</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">PLN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">18,885</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,929</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;257</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,903</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">CAD</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,635</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">INR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">78,328</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">ZAR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">40,253</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,537</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">MXN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">15,138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">727</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,291</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">MXN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">26,845</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">04/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">483</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,051</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">252</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,229</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">21,042</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">AUD</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">445</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">318</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">27,668</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">31,270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(230</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">27,803</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">36,887</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(747</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,419</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">CAD</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,629</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">15,888</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">14,079</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">141</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,207</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">IDR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">31,980,716</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,424</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">177,640</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(66</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,822</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">INR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">137,782</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,771</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">ZAR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">44,016</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">05/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">ZAR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8,195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">518</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">9,648</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">606</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10,080</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,469</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">ZAR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">15,901</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">985</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10,948</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">682</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">CBK</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">39,019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,992</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,266</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,704</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11,564</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,834</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(61</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,944</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">39,019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">61</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">23,407</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">20,686</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,838</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11,564</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">CLP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,054,219</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,259</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">PLN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">14,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,791</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">ZAR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,562</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,657</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">19,220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">143</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">17,805</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,341,626</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">04/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10,556</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">MXN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">229,074</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">421</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">05/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10,729</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">43,878</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">182</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">05/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">284</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">ZAR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,617</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">13,786</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,398</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">586</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,378</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">272</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,757</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11,564</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">67</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">DUB</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">CZK</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">9,980</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">454</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">30,002</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">CNH</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">191,894</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">154</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,094</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">826</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">HUF</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">158,288</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">494</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">PLN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">46,644</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11,486</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(53</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,720</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">INR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">130,625</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,691</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">344,924</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">FBF</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">CLP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">17,335</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">CLP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">17,335</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">GLM</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">CNH</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">MXN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11,441</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">561</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11,725</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10,312</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,626</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,407</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">9,940</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">81</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">17,564</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,278,069</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(595</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7,616</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">564,278</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(165</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">ZAR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8,866</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">553</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12,972</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">MXN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">269,602</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">667</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">50,399</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">HUS</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">CNH</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">64,649</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10,049</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,614</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,832</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,451</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,857</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">124</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">23,195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">IDR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">336,691,859</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">399</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11,531</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">835,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(496</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,632</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">122,868</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

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

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

<TD VALIGN="bottom"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="92%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>86</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">See&nbsp;Accompanying&nbsp;Notes</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="94%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD 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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">


<TR>

<TD WIDTH="36%"></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="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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Counterparty</B></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Settlement<BR>Month</B></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Currency to<BR>be&nbsp;Delivered</B></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Currency to<BR>be&nbsp;Received</B></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Unrealized&nbsp;Appreciation/<BR>(Depreciation)</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Asset</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Liability</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">IND</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,349</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">CLP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,385,737</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">JPM</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">199,573</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">35,074</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(756</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">CNH</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">90,848</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,181</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(96</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">35,763</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">199,573</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">67</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">429</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">IDR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,181,604</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">34,838</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">199,573</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">748</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">22,221</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">INR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,679,806</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">288</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,836</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">MXN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">124,390</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">192</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">ZAR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">MYI</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">139,928</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">25,074</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(47</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">28,560</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">32,190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(326</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">24,843</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">139,928</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">278</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,160</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">IDR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">16,840,372</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">CHF</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,286</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,760</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">574</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">ZAR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">RBC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,485</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">RYL</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,634</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,514</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">122</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">SCX</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">CNH</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">35,548</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,529</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">378,827</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">427,145</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">139,924</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">185,279</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">CLP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">39,369</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">22,495</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19,878</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">395,335</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">449,832</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(518</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">163,858</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">221,923</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,784</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">ZAR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">44,161</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">SSB</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">230,991</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">40,578</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(892</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">44,558</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">251,618</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">616</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">40,305</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">230,991</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">884</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">ZAR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">92,251</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,809</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">TOR</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">22,030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">MXN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">466,775</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">473</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">UAG</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,886</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">282,096</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(140</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">CLP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,287,755</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,771</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">MXN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,187</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,069</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">ZAR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">48,713</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,268</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">247,199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Forward Foreign Currency Contracts</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;7,176</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(14,766</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>SWAP AGREEMENTS: </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION<SUP
STYLE="font-size:85%; vertical-align:top">(1)</SUP> </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">


<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<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 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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Reference Entity</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Fixed<BR>Receive&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Implied<BR>Credit&nbsp;Spread&nbsp;at<BR>December&nbsp;31,<BR>2021<SUP
STYLE="font-size:85%; vertical-align:top">(2)</SUP></B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Notional<BR>Amount<SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP></B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333">
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Swap&nbsp;Agreements,<BR>at Value<SUP STYLE="font-size:85%; vertical-align:top">(4)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">GST</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Teva Pharmaceutical Finance Co. BV</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.000%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Quarterly</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/20/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.244%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>CREDIT DEFAULT SWAPS ON CREDIT INDICES -
SELL PROTECTION<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP> </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<TR>

<TD></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 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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Index/Tranches</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Fixed<BR>Receive&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Notional<BR>Amount<SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP></B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Swap&nbsp;Agreements,<BR>at Value<SUP STYLE="font-size:85%; vertical-align:top">(4)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">FBF</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">ABX.HE.AA.6-2</FONT> Index</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Monthly</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">05/25/2046</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;23,287</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(20,698</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">15,210</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(5,488</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">GST</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">ABX.HE.AA.6-1</FONT> Index</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Monthly</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/25/2045</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,977</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,388</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">914</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(474</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">ABX.HE.PENAAA.7-1</FONT>
Index</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.090</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Monthly</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/25/2037</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,133</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(413</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">171</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(242</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(22,499</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;16,295</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(6,204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>INTEREST RATE SWAPS </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt" ALIGN="center">


<TR>

<TD></TD>

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

<TD VALIGN="bottom"></TD>
<TD WIDTH="33%"></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="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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Pay/Receive<BR>Floating&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Floating Rate Index</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Fixed&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Notional<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Swap&nbsp;Agreements,<BR>at Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">MYC</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.600%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><FONT STYLE="white-space:nowrap">Semi-Annual</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/15/2027</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;53,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="top"></TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">

<TR>

<TD WIDTH="87%"></TD>

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
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<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow; ">See Accompanying Notes</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>SEMIANNUAL&nbsp;REPORT</B></FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center"><FONT STYLE="font-family:Arial Narrow; ">&#124;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">DECEMBER&nbsp;31,&nbsp;2021</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>87</B></FONT></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="91%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Consolidated&nbsp;Schedule&nbsp;of&nbsp;Investments</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt" COLOR="#7f7f7f"><B>PIMCO&nbsp;Dynamic&nbsp;Income&nbsp;Fund</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>TOTAL RETURN SWAPS ON INTEREST
RATE INDICES </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt" ALIGN="center">


<TR>

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

<TD VALIGN="bottom"></TD>
<TD WIDTH="8%"></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="23%"></TD>

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Pay/Receive<SUP STYLE="font-size:85%; vertical-align:top">(5)</SUP></B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Underlying&nbsp;Reference</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>#&nbsp;of&nbsp;Units</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Financing&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Notional<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Swap Agreements,<BR>at Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">iBoxx USD Liquid High Yield Index<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">N/A</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">0.213%&nbsp;(3-Month</FONT> <FONT
STYLE="white-space:nowrap">USD-LIBOR</FONT> plus a specified spread)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Maturity</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/21/2022</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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="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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">iBoxx USD Liquid High Yield Index<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">N/A</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.214% <FONT STYLE="white-space:nowrap">(3-Month</FONT> <FONT
STYLE="white-space:nowrap">USD-LIBOR</FONT> plus a specified spread)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Maturity</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/21/2022</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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="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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">MYC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">iBoxx USD Liquid High Yield Index<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">N/A</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.214% <FONT STYLE="white-space:nowrap">(3-Month</FONT> <FONT
STYLE="white-space:nowrap">USD-LIBOR</FONT> plus a specified spread)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Maturity</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/21/2022</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">iBoxx USD Liquid High Yield Index<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">N/A</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.214% <FONT STYLE="white-space:nowrap">(3-Month</FONT> <FONT
STYLE="white-space:nowrap">USD-LIBOR</FONT> plus a specified spread)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Maturity</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/20/2022</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="4" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="4" 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="20"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Swap Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(22,516</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;16,443</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;131</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(6,204</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD COLSPAN="20" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>FINANCIAL DERIVATIVE INSTRUMENTS: OVER
THE COUNTER SUMMARY </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">The following is a summary by
counterparty of the market value of OTC financial derivative instruments and collateral pledged/(received) as of December&nbsp;31, 2021: </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt" ALIGN="center">


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<TD VALIGN="bottom" WIDTH="1%"></TD>
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<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Financial Derivative Assets</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Financial Derivative Liabilities</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Forward<BR>Foreign<BR>Currency<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Purchased<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Total<BR>Over&nbsp;the<BR>Counter</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Forward<BR>Foreign<BR>Currency<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Written<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Total<BR>Over the<BR>Counter</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Net Market<BR>Value&nbsp;of&nbsp;OTC<BR>Derivatives</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Collateral<BR>Pledged/<BR>(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Net<BR>Exposure<SUP STYLE="font-size:85%; vertical-align:top">(6)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BOA</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">492</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">492</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">380</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(310</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">70</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">291</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">303</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,081</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,081</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(778</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">635</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(143</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">CBK</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,307</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,307</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(303</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(303</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,004</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(830</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">174</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">DUB</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">216</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">216</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(191</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(191</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">FBF</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(5,488</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(5,488</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;(5,488</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;5,610</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">122</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">GLM</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">133</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">133</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(816</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(816</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(683</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">381</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(302</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">GST</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(716</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(716</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(716</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">741</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">HUS</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">549</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">549</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(627</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(627</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">IND</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">372</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">JPM</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,299</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,299</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(852</FONT></TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(852</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">447</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(370</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">77</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">MYC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">118</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">118</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">118</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">118</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">MYI</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">303</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">303</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(421</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(421</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(118</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">RBC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">RYL</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">122</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">122</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">122</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">122</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">SCX</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">282</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">282</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(8,875</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(8,875</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(8,593</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,731</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;(2,862</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">SSB</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,557</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,557</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(892</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(892</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">665</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(590</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">75</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">TOR</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">473</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">473</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">473</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">123</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">UAG</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(196</FONT></TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(196</FONT></TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
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<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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Over the Counter</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;7,176</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;131</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;7,307</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;(14,766</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;(6,204</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;(20,970</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD 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:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(r)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Securities with an aggregate market value of $13,472 have been pledged as collateral for
financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of December&nbsp;31, 2021. </B></FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 index. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">Implied credit spreads, represented in absolute terms, utilized in determining the market
value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit
spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity&#146;s
credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(4)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(5)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 reference. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

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

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

<TD VALIGN="bottom"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="92%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>88</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">See&nbsp;Accompanying&nbsp;Notes</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="94%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD 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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(6)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 information. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>FAIR VALUE OF FINANCIAL DERIVATIVE INSTRUMENTS </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT 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 and Other Risks, in the Notes to Financial Statements on risks of the Fund. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Fair Values of Financial Derivative Instruments on the Consolidated Statements of Assets and Liabilities as of December&nbsp;31, 2021:
</FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<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="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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="18" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Derivatives not accounted for as hedging instruments</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Commodity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Credit<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Equity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Foreign<BR>Exchange<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Interest<BR>Rate&nbsp;Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Financial Derivative Instruments - Assets</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Exchange-traded or centrally cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Swap Agreements<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">72</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">593</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">665</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Over the counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Forward Foreign Currency
Contracts<SUP STYLE="font-size:85%; vertical-align:top"> </SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7,176</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7,176</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Swap Agreements<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">131</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">131</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7,176</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">131</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7,307</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">72</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7,176</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">724</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7,972</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="25"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Financial Derivative Instruments -
Liabilities</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Exchange-traded or centrally cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Swap Agreements<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Over the counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Forward Foreign Currency
Contracts<SUP STYLE="font-size:85%; vertical-align:top"> </SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">14,766</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">14,766</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Swap Agreements<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">14,766</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">20,970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;6,204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;14,766</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;23,370</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<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="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>

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


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">The effect of Financial Derivative Instruments on the Consolidated Statements of Operations for the period
ended December&nbsp;31, 2021:</FONT></P> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:12pt">&nbsp;</P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:12pt"></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="22" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Derivatives not accounted for as hedging instruments</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Commodity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Credit<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Equity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Foreign<BR>Exchange<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Interest<BR>Rate&nbsp;Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Net Realized Gain (Loss) on Financial Derivative
Instruments</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Exchange-traded or centrally cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Swap Agreements<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">827</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,267</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,440</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Over the counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Forward Foreign Currency
Contracts<SUP STYLE="font-size:85%; vertical-align:top"> </SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">13,193</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">13,193</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Swap Agreements<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">449</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,560</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,009</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">449</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">13,193</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,560</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">16,202</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,276</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">13,193</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">293</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">14,762</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="25"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Net Change in Unrealized Appreciation (Depreciation) on
Financial Derivative Instruments</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Exchange-traded or centrally cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Swap Agreements<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,242</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(938</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,304</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Over the counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Forward Foreign Currency
Contracts<SUP STYLE="font-size:85%; vertical-align:top"> </SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(14,858</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(14,858</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Swap Agreements<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,965</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(915</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(14,858</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,965</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(15,773</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;3,292</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(14,858</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(2,903</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(14,469</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">

<TR>

<TD WIDTH="87%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow; ">See Accompanying Notes</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>SEMIANNUAL&nbsp;REPORT</B></FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center"><FONT STYLE="font-family:Arial Narrow; ">&#124;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">DECEMBER&nbsp;31,&nbsp;2021</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>89</B></FONT></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="91%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Consolidated&nbsp;Schedule&nbsp;of&nbsp;Investments</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt" COLOR="#7f7f7f"><B>PIMCO&nbsp;Dynamic&nbsp;Income&nbsp;Fund</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>FAIR VALUE MEASUREMENTS </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">The following is a summary of the fair valuations according to the
inputs used as of December<B></B>&nbsp;31, 2021 in valuing the Fund&#146;s assets and liabilities: </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<TR>

<TD WIDTH="40%"></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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Category and Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Level&nbsp;1</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Level&nbsp;2</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Fair<BR>Value&nbsp;at<BR>12/31/2021</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Investments in Securities, at Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Loan Participations and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,064,386</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">543,564</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,607,950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Corporate Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Banking&nbsp;&amp; Finance</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">576,255</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">47,984</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">624,239</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,579,850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">205,921</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,785,771</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">437,367</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">437,367</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Convertible Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Banking&nbsp;&amp; Finance</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">17,941</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">17,941</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">43,612</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">43,612</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Municipal Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Illinois</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">831</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">831</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Puerto Rico</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">44,229</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">44,229</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Virginia</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">West Virginia</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">39,614</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">39,614</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">U.S. Government Agencies</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">102,010</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">20,949</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">122,959</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT>
Mortgage-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,847,956</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">13,246</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,861,202</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Asset-Backed Securities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,456,406</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;193,268</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,649,674</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Sovereign Issues</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">207,020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">207,020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Common Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Communication Services</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">58,590</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">58,590</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Consumer Discretionary</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Energy</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,837</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">252</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,089</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Financials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,702</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,702</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">388</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">347</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">735</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Real Estate</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11,702</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11,702</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Warrants</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,930</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,930</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Information Technology</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">78,191</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">78,191</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Preferred Securities</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Banking&nbsp;&amp; Finance</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">231,723</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">231,723</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">130,377</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">132,737</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">34,829</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">34,829</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">


<TR>

<TD WIDTH="34%"></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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Category and Subcategory</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Level&nbsp;1</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Level&nbsp;2</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Level&nbsp;3</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Fair<BR>Value&nbsp;at<BR>12/31/2021</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Real Estate Investment Trusts</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Real Estate</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">58,212</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">58,212</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Short-Term Instruments</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Repurchase Agreements</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Argentina Treasury Bills</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">275</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">275</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">U.S. Treasury Bills</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">116,883</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">116,883</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">U.S. Treasury Cash Management Bills</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">62,508</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">62,508</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">124,733</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,031,673</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,282,254</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,438,660</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Investments in Affiliates, at Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Common Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Affiliated Investments</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">167,876</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">167,876</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Total Investments</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;124,733</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;8,031,673</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,450,130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;9,606,536</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Financial Derivative Instruments - Assets</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Exchange-traded or centrally cleared</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">665</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">665</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Over the counter</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,307</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,307</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,972</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,972</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Financial Derivative Instruments -
Liabilities</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Exchange-traded or centrally cleared</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Over the counter</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(20,970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(20,970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(23,370</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(23,370</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Total Financial Derivative&nbsp;Instruments</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(15,398</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(15,398</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Totals</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">124,733</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,016,275</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,450,130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,591,138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> </div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">The following is a
reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended December&nbsp;31, 2021: </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<TR>

<TD WIDTH="31%"></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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Category&nbsp;and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Beginning<BR>Balance<BR>at&nbsp;06/30/2021</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Net<BR>Purchases<SUP STYLE="font-size:85%; vertical-align:top"> </SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Net<BR>Sales/<BR>Settlements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Accrued<BR>Discounts/<BR>(Premiums)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Realized<BR>Gain/(Loss)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Net Change
in<BR>Unrealized<BR>Appreciation/<BR>(Depreciation)<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Transfers&nbsp;into<BR>Level 3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Transfers&nbsp;out<BR>of Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Ending<BR>Balance<BR>at&nbsp;12/31/2021</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Net Change in<BR>Unrealized<BR>Appreciation/<BR>(Depreciation)<BR>on&nbsp;Investments<BR>Held at<BR>12/31/2021<SUP
STYLE="font-size:85%; vertical-align:top">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="40"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Investments in Securities, at Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Loan Participations and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">57,628</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">517,642</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(14,617</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">376</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(21,098</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">9,814</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6,177</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">543,564</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,318</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="40"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Corporate Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Banking&nbsp;&amp; Finance</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">13,023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">26,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8,861</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">47,984</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8,861</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">132,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,052</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">74,971</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">205,921</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">158</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="40"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Convertible Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Banking&nbsp;&amp; Finance</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,095</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">U.S. Government Agencies</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;20,949</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">20,949</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT>
Mortgage-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">14,836</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,145</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(525</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">13,246</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(453</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Asset-Backed Securities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;63,838</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;210,257</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(4,890</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;238</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;318</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(72,240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(4,253</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;193,268</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(61,403</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="40"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Common Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Communication Services</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,573</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,973</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Energy</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">252</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">252</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7,007</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(7,007</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(7,007</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Real Estate</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(64</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(64</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,431</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10,116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,845</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11,702</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,845</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="40"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Warrants</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Financials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,930</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,930</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,930</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

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

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

<TD VALIGN="bottom"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="92%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>90</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">See&nbsp;Accompanying&nbsp;Notes</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="94%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD 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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">


<TR>

<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></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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Category&nbsp;and&nbsp;Subcategory</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Beginning<BR>Balance<BR>at&nbsp;06/30/2021</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Net<BR>Purchases<SUP STYLE="font-size:85%; vertical-align:top"> </SUP></B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Net<BR>Sales/<BR>Settlements</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Accrued<BR>Discounts/<BR>(Premiums)</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Realized<BR>Gain/(Loss)</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Net Change in<BR>Unrealized<BR>Appreciation/<BR>(Depreciation)<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Transfers&nbsp;into<BR>Level 3</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Transfers&nbsp;out<BR>of Level&nbsp;3</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Ending<BR>Balance<BR>at&nbsp;12/31/2021</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Net&nbsp;Change&nbsp;in<BR>Unrealized<BR>Appreciation/<BR>(Depreciation)<BR>on&nbsp;Investments<BR>Held at<BR>12/31/2021<SUP
STYLE="font-size:85%; vertical-align:top">(1)</SUP></B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Information Technology</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18,870</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18,507</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">40,814</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">78,191</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">40,814</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="40"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Preferred Securities</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,861</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">81,116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">46,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">130,377</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">46,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12,174</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">23,884</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(47</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,182</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">34,829</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,182</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;196,447</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,027,024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(27,819</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;618</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;392</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(9,712</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;105,734</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(10,430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,282,254</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;26,527</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="41"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="40"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Investments in Affiliates, at Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="40"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Common Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Affiliated
Investments<SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">37,231</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">78,319</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">52,326</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">167,876</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">52,326</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Totals</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">233,678</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,105,343</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(27,819</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">618</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">392</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;42,614</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">105,734</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(10,430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,450,130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">78,853</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT 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 hierarchy: </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<TR>

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

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

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

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow"><B>Category&nbsp;and&nbsp;Subcategory</B></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333">
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Ending<BR>Balance<BR>at&nbsp;12/31/2021</B></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Valuation<BR>Technique</B></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Unobservable<BR>Inputs</B></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD ROWSPAN="2" VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>(% Unless Noted Otherwise)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Input Value(s)<BR></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Weighted<BR>Average</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="18"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Investments in Securities, at Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Loan Participations and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">116,227</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Discounted&nbsp;Cash&nbsp;Flow</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Discount&nbsp;Rate</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><FONT STYLE="white-space:nowrap">4.400-8.367</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5.704</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">20,202</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Indicative Market Quotation</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Broker Quote</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">39.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,249</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">242,811</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Proxy Pricing</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Base Price</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><FONT STYLE="white-space:nowrap">99.610-100.500</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">99.923&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">25,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Recent Transaction</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Purchase Price</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">100.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">34,039</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Reference Instrument</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Yield</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6.169</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">93,660</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Third Party Vendor</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Broker Quote</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><FONT STYLE="white-space:nowrap">59.500-100.125</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">99.104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">9,276</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Waterfall Recoverability</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Recovery Value</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">100.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="18"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Corporate Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Banking&nbsp;&amp; Finance</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">47,984</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Discounted Cash Flow</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Discount Rate</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4.560</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,989</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">129,014</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Proxy Pricing</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Base Price</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><FONT STYLE="white-space:nowrap">0.081-100.000</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">99.998</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">73,918</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Reference Instrument</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Weighted&nbsp;Average</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">50.472</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">U.S. Government Agencies</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">20,949</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT>
Mortgage-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">13,246</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Discounted Cash Flow</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Discount Rate</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4.400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Asset-Backed Securities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,923</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Discounted Cash Flow</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Discount Rate</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">188,345</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Proxy Pricing</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Base Price</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><FONT STYLE="white-space:nowrap">2.250-92,150.000</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">22,587.373</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="18"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Common Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Energy</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">252</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Real Estate</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Discounted Cash Flow</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Recovery Value</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.692</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11,702</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Indicative&nbsp;Market&nbsp;Quotation</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Broker Quote</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">26.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="18"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Warrants</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,930</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Information Technology</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">78,191</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Comparable Companies</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">EBITDA Multiple</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">X</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4.375</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="18"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Preferred Securities</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">100,067</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Comparable Companies</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">EBITDA Multiple</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">X/X</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11.700/9.100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">30,310</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Discounted Cash Flow/<BR>Comparable Companies</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Discount&nbsp;Rate/BV&nbsp;Multiple</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">%/X</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">19.850/0.290</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">34,829</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Current Value Model</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Purchase Price</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">27.048</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,282,254 </FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</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="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&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">&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="font-size:1pt">
<TD HEIGHT="13" COLSPAN="19"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="18"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Investments in Affiliates, at Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="18"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Common Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Affiliated Investments</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">79,653</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Comparable Companies</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">EBITDA Multiple</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">X</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">9.900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">88,220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Discounted Cash Flow</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Discount Rate</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Total</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,450,130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</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="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&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">&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>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in
Unrealized Appreciation/(Depreciation) on Investments Held at December&nbsp;31, 2021 may be due to an investment no longer held or categorized as Level&nbsp;3 at period end. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">Sector types updated from Financials and Industrials to Affiliated Investments since prior
fiscal year end. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD WIDTH="87%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" NOWRAP>See Accompanying Notes</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>91</B></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="94%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Consolidated&nbsp;Schedule&nbsp;of&nbsp;Investments</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt" COLOR="#7f7f7f"><B><A NAME="tx278218_34"></A>PIMCO&nbsp;Dynamic&nbsp;Income&nbsp;Opportunities&nbsp;Fund</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;&nbsp;&nbsp;&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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:8pt; font-family:Arial Narrow"><B>(Amounts in thousands*, except number of shares,
contracts, units and ounces, if any) </B></P>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<TR>

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

<TD VALIGN="bottom"></TD>
<TD WIDTH="7%"></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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>INVESTMENTS IN SECURITIES 181.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>LOAN PARTICIPATIONS AND ASSIGNMENTS 40.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Air Canada</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.250% (LIBOR03M &#043; 3.500%) due 08/11/2028 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,802</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Alorica, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.000% (LIBOR03M &#043; 6.000%) due 12/11/2025 ~&laquo;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18,957</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18,762</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>AP Core Holdings II, LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.250% (LIBOR03M &#043; 5.500%) due 09/01/2027 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15,775</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15,780</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Caesars Resort Collection LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.854% (LIBOR03M &#043; 2.750%) due 12/23/2024 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12,377</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12,329</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Carnival Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.750% (EUR003M &#043; 3.750%) due 06/30/2025 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">29,698</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">33,711</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.000% (LIBOR03M &#043; 3.250%) due 10/18/2028 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,427</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Cengage Learning, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% (LIBOR03M &#043; 4.750%) due 06/29/2026 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">29,107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">29,221</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Clear Channel Outdoor Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.629% (LIBOR03M &#043; 3.500%) due 08/21/2026 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,575</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,429</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Coty, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.353% (LIBOR03M &#043; 2.250%) due 04/07/2025 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,931</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,906</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.500% (EUR003M &#043; 2.500%) due 04/07/2025 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">31,379</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">34,995</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Cromwell EREIT Lux Finco SARL</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.942% (EUR003M &#043; 1.500%) due 11/21/2024 ~&laquo;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,625</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Dei Sales, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.604% (LIBOR03M &#043; 5.500%) due 04/28/2028 ~&laquo;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">988</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">988</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>DirecTV Financing LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% (LIBOR03M &#043; 5.000%) due 08/02/2027 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,279</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,291</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Envision Healthcare Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.854% (LIBOR03M &#043; 3.750%) due 10/10/2025 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">56,145</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">45,351</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Forest City Enterprises LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.601% (LIBOR03M &#043; 3.500%) due 12/08/2025 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">125</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Frontier Communications Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.500% (LIBOR03M &#043; 3.750%) due 05/01/2028 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">26,311</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">26,337</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Gateway Casinos&nbsp;&amp; Entertainment
Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">TBD% (LIBOR03M &#043; 8.000%) due&nbsp;10/15/2027 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">46,664</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;46,693</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.750% due 10/22/2027 &laquo;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">CAD</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,181</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,058</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Gibson Brands, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% (LIBOR03M &#043; 5.000%) due 08/11/2028 ~&laquo;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,253</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B><FONT STYLE="white-space:nowrap">II-VI,</FONT>
Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">TBD% (LIBOR03M &#043; 2.750%) due&nbsp;12/01/2028 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,009</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,010</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Instant Brands Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% (LIBOR03M &#043; 5.000%) due 04/12/2028 ~&laquo;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20,613</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19,788</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Intelsat Jackson Holdings S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.250% due 12/01/2028 &laquo;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,385</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,382</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.392% - 5.750% (LIBOR03M &#043; 4.750%) due 10/13/2022 ~&micro;</FONT></P></TD>

<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,766</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,792</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.000% (PRIME &#043; 4.750%) due&nbsp;11/27/2023 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,004</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>KKR Apple Bidco, LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.250% (LIBOR03M &#043; 5.750%) due 09/21/2029 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,726</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>LifeMiles Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.250% (LIBOR03M &#043; 5.250%) due 08/30/2026 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,161</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Mattress Firm, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.000% (LIBOR03M &#043; 4.250%) due 09/25/2028 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,394</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,382</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>NAC Aviation 29 DAC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.350% due 06/11/2023 &laquo;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,571</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.353% - 2.354% (LIBOR03M &#043; 2.250%) due 06/27/2022 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,189</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.372% due 01/31/2022 &laquo;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,929</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,757</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.000% due 09/16/2022 &laquo;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,524</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,379</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Parexel International Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.000% (LIBOR03M &#043; 3.500%) due 11/15/2028 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,644</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,649</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Project Quasar Pledgco SLU</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">TBD% (EUR003M &#043; 3.250%) due&nbsp;09/06/2025 ~&laquo;(i)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19,340</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18,496</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Promotora de Informaciones S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">TBD% (EUR003M &#043; 4.500%) due&nbsp;11/30/2022 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18,966</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">21,047</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>PUG LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.604% (LIBOR03M &#043; 3.500%) due 02/12/2027 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,894</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,676</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Quantum Bidco Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.079% due 01/29/2028 &laquo;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">26,766</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Republic of Cote d&#146;lvoire</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.000% (EUR003M &#043; 5.000%) due&nbsp;03/19/2027 ~&laquo;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Royal Caribbean Cruises Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.494% due 10/12/2022 &micro;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,762</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Scientific Games International, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.854% (LIBOR03M &#043; 2.750%) due 08/14/2024 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,786</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,782</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Sequa Mezzanine Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.750% (LIBOR03M &#043; 6.750%) due 11/28/2023 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">21,343</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">21,517</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Sigma Bidco B.V.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.750% (WIBOR03M &#043; 3.500%) due 03/31/2025 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">PLN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">31,054</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,168</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.105% (BP0003M &#043; 4.000%) due&nbsp;07/02/2025 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">26,095</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Softbank Vision Fund</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.000% due 12/21/2025 &laquo;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">27,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">27,909</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Southwestern Energy Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.000% due 06/22/2027</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Steenbok Lux Finco 2 SARL (10.750% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">10.750% (EUR003M) due&nbsp;12/29/2022 ~(c)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">50,452</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">52,342</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Steenbok Lux Finco 2 SARL (7.875% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.875% (EUR003M) due&nbsp;12/29/2022 ~(c)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,670</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,914</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Sunseeker International Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">TBD% - 5.550% (LIBOR03M &#043; 5.500%) due 10/31/2028
~&laquo;&micro;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">22,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">22,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Sunshine Luxembourg VII SARL</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.500% (LIBOR03M &#043; 3.750%) due 10/01/2026 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Syniverse Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.500% due 10/15/2028 &laquo;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">64,194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">63,904</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% (LIBOR03M &#043; 5.000%) due 03/09/2023 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">39,024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;38,804</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">10.000% (LIBOR03M &#043; 9.000%) due 03/11/2024 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">22,468</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">22,347</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Team Health Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.750% (LIBOR03M &#043; 2.750%) due 02/06/2024 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">32,933</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">31,627</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Telemar Norte Leste S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.336% (LIBOR03M &#043; 1.750%) due 02/26/2035 ~&laquo;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">34,940</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,801</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>TransDigm, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.354% (LIBOR03M &#043; 2.250%) due 08/22/2024 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,899</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,802</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.354% (LIBOR03M &#043; 2.250%) due 12/09/2025 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,899</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,778</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>U.S. Renal Care, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.104% (LIBOR03M &#043; 5.000%) due 06/26/2026 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,103</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,976</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<TR>

<TD WIDTH="48%"></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 WIDTH="2%"></TD>

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

<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>United Airlines, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.500% (LIBOR03M &#043; 3.750%)&nbsp;due&nbsp;04/21/2028&nbsp;~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,382</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,395</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Veritas U.S., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% (LIBOR03M &#043; 5.000%)&nbsp;due&nbsp;09/01/2025&nbsp;~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,330</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,339</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Viad Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% (LIBOR03M &#043;
5.000%)&nbsp;due&nbsp;07/30/2028&nbsp;~&laquo;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,177</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Loan Participations and Assignments
(Cost&nbsp;$864,998)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;854,295</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>CORPORATE BONDS&nbsp;&amp; NOTES 55.8%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>BANKING&nbsp;&amp; FINANCE 11.9%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Banca Monte dei Paschi di Siena SpA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.875% due 01/09/2026 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20,227</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">22,467</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.625% due 04/28/2025 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,995</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.625% due 09/24/2024 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,064</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.375% due 01/18/2028 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,409</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.000% due 01/22/2030 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,514</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,392</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">10.500% due 07/23/2029 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12,177</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,229</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Barclays PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.125% due 06/15/2025&nbsp;&#149;(g)(h)(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">448</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Claveau Re Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">17.278% <FONT STYLE="white-space:nowrap">(T-BILL</FONT> 3MO &#043; 17.250%) due
07/08/2028&nbsp;~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,416</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Credit Suisse Group AG</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.250% due 02/11/2027&nbsp;&#149;(g)(h)(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">725</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.375% due 08/21/2026&nbsp;&#149;(g)(h)(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">648</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.125% due 07/29/2022&nbsp;&#149;(g)(h)(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">205</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.250% due 09/12/2025&nbsp;&#149;(g)(h)(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Fairfax India Holdings Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.000% due 02/26/2028 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19,750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19,758</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>FloodSmart Re Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="3"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">13.028% <FONT STYLE="white-space:nowrap">(T-BILL</FONT> 3MO &#043;
13.000%) due 03/01/2024 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,920</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,969</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="3"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">16.778% <FONT STYLE="white-space:nowrap">(T-BILL</FONT> 3MO &#043;
16.750%) due 03/01/2024 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Ford Motor Credit Co. LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.330% due 11/25/2025 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">356</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.386% due 02/17/2026</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Jefferson Capital Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due 08/15/2026 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,007</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>JPMorgan Chase Bank N.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.500% due 06/19/2035</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">IDR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">228,824,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">16,911</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>MGM Growth Properties Operating Partnership
LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.875% due 02/15/2029 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,785</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.500% due 09/01/2026 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,293</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.500% due 01/15/2028 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">217</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due 02/01/2027 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,769</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>NAC Aviation DAC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.920% due 02/27/2026 &laquo;(i)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,598</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>NAC Aviation PPN</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.790% due 02/27/2024 &laquo;(i)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,453</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,811</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.580% due 03/14/2025 &laquo;(i)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,921</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,097</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Uniti Group LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due 01/15/2030 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">21,202</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20,433</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due 02/15/2029 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">26,904</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">26,852</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.875% due 02/15/2025 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19,854</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Voyager Aviation Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.500% due 05/09/2026</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">49,287</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">46,146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>XP, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.250% due 07/01/2026 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,416</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;254,737</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>INDUSTRIALS 34.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Air Canada</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.875% due 08/15/2026 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,123</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE> </div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

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

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

<TD VALIGN="bottom"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="92%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>92</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">See&nbsp;Accompanying&nbsp;Notes</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="94%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD 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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Altice Financing S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due 08/15/2029 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,453</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,398</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>American Airlines Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.350% due 04/15/2031 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">811</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">827</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.575% due 07/15/2029 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">686</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">698</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.700% due 04/01/2028 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,189</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>American Airlines, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due 04/20/2026 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,166</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>BCP Modular Services Finance PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.750% due 11/30/2028</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,727</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Bombardier, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.125% due 06/15/2026 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">21,846</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">22,692</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>CGG S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.750% due 04/01/2027 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;10,090</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.750% due 04/01/2027 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">25,253</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">24,972</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Community Health Systems, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.625% due 02/15/2025 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,181</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.000% due 03/15/2026 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">28,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">29,466</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Coty, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.875% due 04/15/2026 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,506</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Deluxe Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.000% due 06/01/2029 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,244</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>DISH DBS Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.250% due 12/01/2026 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,630</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,729</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Dufry One BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.000% due 02/15/2027 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Endure Digital, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due 02/15/2029 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,344</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Envision Healthcare Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.750% due 10/15/2026 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">23,228</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,382</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Frontier Communications Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due 01/15/2030 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,398</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,434</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Full House Resorts, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.250% due 02/15/2028 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,765</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,164</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Garda World Security Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.000% due 06/01/2029 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,061</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Grifols Escrow Issuer S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.875% due 10/15/2028 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,124</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Guara Norte SARL</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.198% due 06/15/2034 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,490</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,401</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B><FONT STYLE="white-space:nowrap">II-VI,</FONT>
Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.000% due 12/15/2029 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">780</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">798</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Intelsat Jackson Holdings S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due 08/01/2023 ^(d)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">69,585</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">31,585</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due 12/01/2029 &laquo;(b)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">48,922</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">48,874</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Iris Holdings, Inc. (8.750% Cash or 9.500%
PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.750% due 02/15/2026 (c)(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17,718</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Jaguar Land Rover Automotive PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.500% due 01/15/2026 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">948</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.875% due 11/15/2026 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,536</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Kleopatra Holdings S.C.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due 09/01/2026 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">733</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Mclaren Finance PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.500% due 08/01/2026 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,419</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Melco Resorts Finance Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.375% due 12/04/2029</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>MGM China Holdings Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.750% due 02/01/2027 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,289</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.375% due 05/15/2024 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,594</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Midas OpCo Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.625% due 08/15/2029 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,563</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Mohegan Gaming&nbsp;&amp; Entertainment</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.000% due 02/01/2026 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,118</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,534</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>MPH Acquisition Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due 09/01/2028 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,172</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due 11/01/2028 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">16,193</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>NCL Corp. Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">12.250% due 05/15/2024 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,715</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,522</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Nissan Motor Co. Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.810% due 09/17/2030 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Petroleos Mexicanos</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.625% due 06/15/2035 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,053</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.700% due 02/16/2032</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,379</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,408</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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="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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.750% due 09/21/2047 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">42,909</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">38,166</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Petrorio Luxembourg SARL</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.125% due 06/09/2026 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,445</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,460</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Rolls-Royce PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.625% due 05/09/2028 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,271</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.375% due 06/18/2026 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">408</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.625% due 10/14/2025 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,972</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,084</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.625% due 02/16/2026</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due 10/15/2027 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,335</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due 10/15/2027 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">16,584</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18,357</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Seagate HDD Cayman</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.091% due 06/01/2029 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,696</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Southwestern Energy Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.750% due 02/01/2032 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,005</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Spirit Airlines Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.100% due 10/01/2029 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">330</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">341</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Standard Industries, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.250% due 11/21/2026 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,238</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.375% due 07/15/2030 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,654</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Strathcona Resources Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.875% due 08/01/2026 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,695</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,668</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Studio City Finance Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.000% due 01/15/2029 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,904</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Tasty Bondco S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.250% due 05/15/2026 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,511</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Times Square Hotel Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.528% due 08/01/2026</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">557</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">594</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Topaz Solar Farms LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due 09/30/2039 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17,690</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">21,111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Turkish Airlines Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.200% due 09/15/2028 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">304</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">282</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>U.S. Renal Care, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">10.625% due 07/15/2027 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20,402</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20,728</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Vale S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.762% due 12/29/2049 ~&laquo;(g)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">340,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">30,376</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Veritas U.S., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.500% due 09/01/2025 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">22,099</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">22,901</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Victors Merger Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.375% due 05/15/2029 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,142</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Viking Cruises Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">13.000% due 05/15/2025 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Viking Ocean Cruises Ship Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.625% due 02/15/2029 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,502</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>VOC Escrow Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.000% due 02/15/2028 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,872</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Windstream Escrow LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.750% due 08/15/2028 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">53,575</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">56,896</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Wolverine Escrow LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.500% due 11/15/2024 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">41,004</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">38,074</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.000% due 11/15/2026 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">22,676</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">21,567</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Wynn Las Vegas LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.250% due 05/15/2027 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">205</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due 03/01/2025 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">24,976</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">25,759</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Wynn Macau Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.875% due 10/01/2024 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">471</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due 01/15/2026 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,694</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due 10/01/2027 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">559</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Wynn Resorts Finance LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.750% due 04/15/2025</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">315</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;737,815</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>UTILITIES 9.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>DTEK Finance PLC (1.500% Cash and 3.500%
PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.000% due 12/31/2027 (c)(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,625</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,535</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Eskom Holdings SOC Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.750% due 08/06/2023 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">48,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">49,403</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>FEL Energy SARL</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due 12/01/2040 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,648</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,682</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>NGD Holdings BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.750% due 12/31/2026 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Oi S.A. (10.000% Cash or 12.000% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">10.000% due 07/27/2025 (c)(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">25,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">22,756</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Pacific Gas&nbsp;&amp; Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.200% due 06/01/2041 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,561</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.450% due 04/15/2042 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">448</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">456</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.600% due 06/15/2043 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,397</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.750% due 02/15/2044 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">21,408</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">22,250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.950% due 07/01/2050 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">24,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">26,964</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Peru LNG SRL</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.375% due 03/22/2030 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12,625</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,940</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Petrobras Global Finance BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.750% due 06/03/2050 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19,771</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20,713</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.900% due 03/19/2049 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15,998</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">198,676</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Corporate Bonds&nbsp;&amp; Notes<BR>(Cost
$1,228,583)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;1,191,228</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>CONVERTIBLE BONDS&nbsp;&amp; NOTES 2.4%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>BANKING&nbsp;&amp; FINANCE 1.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Corestate Capital Holding S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.375% due 11/28/2022 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,334</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>PennyMac Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.500% due 03/15/2026 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">24,225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">23,741</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">31,075</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>INDUSTRIALS 0.9%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>DISH Network Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.375% due 08/15/2026 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,511</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Vnet Group Inc</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 02/01/2026 (f)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">16,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19,611</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Convertible Bonds&nbsp;&amp; Notes
(Cost&nbsp;$53,257)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>50,686</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>MUNICIPAL BONDS&nbsp;&amp; NOTES 3.4%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>PUERTO RICO 3.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Commonwealth of Puerto Rico General Obligation Bonds, Series
2014</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.000% due 07/01/2035 ^(d)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">64,550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">57,449</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>CPR Custodial Receipt, Puerto Rico Revenue Bonds, Series
2021</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.000% due 01/01/2045 ^(d)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12,835</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">70,284</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>WEST VIRGINIA 0.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Tobacco Settlement Finance Authority, West Virginia Revenue
Bonds, Series 2007</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 06/01/2047 (f)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">25,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,786</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Municipal Bonds&nbsp;&amp; Notes
(Cost&nbsp;$64,722)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>73,070</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>U.S. GOVERNMENT AGENCIES 2.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Fannie Mae</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.500% due 04/25/2049 - 02/25/2050 (a)(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">26,951</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,696</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.000% due 12/25/2032 - 01/25/2051 (a)(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">16,236</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,143</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.500% due 05/25/2030 - 04/25/2050 (a)(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18,780</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,789</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.000% due 09/25/2051 (a)(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">32,296</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,539</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.500% due 07/25/2045 - 12/25/2047 (a)(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,237</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">849</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.000% due 08/25/2043 (a)(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,719</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">715</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Freddie Mac</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.000% due 11/25/2050 - 01/25/2051 (a)(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">21,578</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,157</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.500% due 03/25/2051 (a)(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17,889</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,390</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.000% due 11/25/2050 - 09/25/2051 (a)(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">55,433</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,071</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.500% due 04/25/2041 - 08/25/2051 (a)(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">33,603</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,359</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE> </div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD WIDTH="87%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" NOWRAP>See Accompanying Notes</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>93</B></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="94%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Consolidated&nbsp;Schedule&nbsp;of&nbsp;Investments</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt" COLOR="#7f7f7f"><B>PIMCO&nbsp;Dynamic&nbsp;Income&nbsp;Opportunities&nbsp;Fund</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR></TABLE>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.000% due 11/25/2048 - 06/25/2051 (a)(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19,076</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,319</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.500% due 12/25/2050 - 07/25/2051 (a)(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12,818</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,993</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.890% due 07/15/2042 &#149;(a)(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,409</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">398</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.090% due 03/15/2043 - 11/15/2047 &#149;(a)(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12,037</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,017</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Uniform Mortgage-Backed Security, TBA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.000% due 01/01/2052</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,991</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total U.S. Government Agencies
(Cost&nbsp;$41,040)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;42,426</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B><FONT STYLE="white-space:nowrap">NON-AGENCY</FONT> MORTGAGE-BACKED SECURITIES 44.9%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>280 Park Avenue Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.937% due 09/15/2034 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,704</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Ashford Hospitality Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.210% due 04/15/2035 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,477</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.210% due 04/15/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,414</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Atrium Hotel Portfolio Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.160% due 12/15/2036 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,054</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.510% due 06/15/2035 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,037</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,552</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Austin Fairmont Hotel Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.360% due 09/15/2032 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,863</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Banc of America Funding Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.343% due 06/26/2036 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,868</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.119% due 09/26/2036 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,502</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,985</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due 05/26/2036</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">429</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">374</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Barclays Commercial Mortgage Securities
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.660% due 07/15/2037 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,278</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.688% due 02/15/2053 ~(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15,650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15,527</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.760% due 02/15/2033 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Barclays Commercial Real Estate Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.563% due 08/10/2033 ~(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">16,240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">16,091</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Bear Stearns Commercial Mortgage Securities
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.430% due 01/12/2045 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,884</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Beast Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.750% due 03/15/2036 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">24,870</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">24,884</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.700% due 03/15/2036 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,745</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.700% due 03/15/2036 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,125</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,133</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Beneria Cowen&nbsp;&amp; Pritzer Collateral Funding
Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.748% due 06/15/2038 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,960</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Braemar Hotels&nbsp;&amp; Resorts Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.510% due 06/15/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,878</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>BX Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.260% due 07/15/2034 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,412</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,434</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.360% due 07/15/2034 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,815</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Citigroup Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.520% due 02/15/2039 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,327</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,236</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.910% due 12/15/2036 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,811</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,735</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.518% due 05/10/2035 ~(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,289</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.790% due 12/15/2072 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Colony Mortgage Capital Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.831% due 11/15/2038 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,862</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.660% due 06/15/2034 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,754</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.504% due 06/15/2034 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,979</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Connecticut Avenue Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.800% due 12/25/2041 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,307</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>CRSNT Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.610% due 04/15/2036 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,012</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>DBWF Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.122% due 12/19/2030 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">29,075</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">28,974</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Deutsche Mortgage&nbsp;&amp; Asset Receiving
Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.592% due 11/27/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,612</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>DOLP Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.665% due 05/10/2041 ~(a)(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">309,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">15,218</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.704% due 05/10/2041 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">29,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">26,348</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>DROP Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.860% due 04/15/2026 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,511</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Extended Stay America Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.810% due 07/15/2038 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18,703</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18,771</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Freddie Mac</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.550% due 10/25/2041 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">22,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">22,937</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>GCT Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.460% due 02/15/2038 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">49,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">49,652</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Greenwood Park CLO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 10/20/2030 &laquo;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 04/15/2031 &laquo;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">27,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>GS Mortgage Securities Corp. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.660% due 11/15/2032 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,632</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,533</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.610% due 07/15/2032 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">25,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">25,475</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>GS Mortgage-Backed Securities Corp. Trust</B></FONT></P></TD>

<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 12/25/2060 ~(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">204,132</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,924</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.010% due 12/25/2060 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">267</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">266</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.165% due 12/25/2060 ~(a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">180,782</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.619% due 12/25/2060 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">34,468</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">34,206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Hawaii Hotel Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.860% due 05/15/2038 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,965</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.860% due 05/15/2038 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">34,335</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">34,094</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Hilton Orlando Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.910% due 12/15/2034 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,953</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,898</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Hilton USA Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.155% due 11/05/2035</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,017</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,032</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>HPLY Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.260% due 11/15/2036 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,781</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,728</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>InTown Hotel Portfolio Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.210% due 01/15/2033 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,166</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>J.P. Morgan Chase Commercial Mortgage
Securities&nbsp;Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.310% due 02/15/2035 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">998</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>JP Morgan Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.382% due 03/25/2037 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17,857</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;19,049</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>JP Morgan Chase Commercial Mortgage
Securities&nbsp;Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.604% due 07/05/2033 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,012</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,016</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.954% due 07/05/2033 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,010</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.110% due 06/15/2035 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">27,417</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">27,416</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.210% due 03/15/2036 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">25,550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">25,499</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.960% due 03/15/2036 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,481</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.868% due 01/12/2038 ~(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,203</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>JP Morgan Resecuritization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.282% due 12/27/2046 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,433</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,176</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B><FONT STYLE="white-space:nowrap">ML-CFC</FONT> Commercial
Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.324% due 12/12/2049 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Morgan Stanley Capital Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.310% due 11/15/2034 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,370</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,342</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.260% due 11/15/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,357</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,316</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.744% due 12/15/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,998</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Morgan Stanley
<FONT STYLE="white-space:nowrap">Re-REMIC</FONT> Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.109% due 03/26/2037 &thorn;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,016</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>MRCD Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.718% due 12/15/2036 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">28,715</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">27,348</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Natixis Commercial Mortgage Securities
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.360% due 11/15/2034 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,978</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.790% due 11/15/2032 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,042</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,028</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.790% due 11/15/2032 ~(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>New Orleans Hotel Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.799% due 04/15/2032 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,491</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,230</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>New Residential Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.528% due 07/25/2055 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,242</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,242</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.002% due 07/25/2059 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,708</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.328% due 07/25/2055 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">999</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>PMT Credit Risk Transfer Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.002% due 02/27/2024 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">23,297</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">23,633</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>PRET LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.967% due 09/25/2051 &thorn;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17,488</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Ready Capital Mortgage Financing LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.852% due 04/25/2038 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,981</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Residential Accredit Loans, Inc. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.522% due 06/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">983</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">971</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Seasoned Credit Risk Transfer Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.250% due 09/25/2060</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,359</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.250% due 03/25/2061 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,263</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,319</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.750% due 10/25/2058 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,426</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.159% due 05/25/2057 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17,989</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,799</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.787% due 11/25/2060 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,548</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,275</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">14.422% due 09/25/2060 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,056</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>SFO Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.010% due 05/15/2038 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18,099</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.760% due 05/15/2038 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,071</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Tharaldson Hotel Portfolio Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.584% due 11/11/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,025</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,913</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Trinity Square PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 07/15/2059 (f)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,853</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">38,059</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.550% due 07/15/2059 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,843</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,702</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.550% due 07/15/2059 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,421</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,379</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.050% due 07/15/2059 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,844</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.050% due 07/15/2059 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,683</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,413</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>VASA Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.260% due 07/15/2039 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,035</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.010% due 07/15/2039 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,028</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Verus Securitization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.195% due 10/25/2063 ~(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,798</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Waikiki Beach Hotel Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.140% due 12/15/2033 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,976</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.790% due 12/15/2033 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,863</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>WaMu Mortgage Pass-Through Certificates
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.892% due 07/25/2047 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,598</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.152% due 12/25/2045 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,315</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,758</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Wells Fargo Mortgage-Backed Securities
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.602% due 10/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">335</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">330</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total <FONT STYLE="white-space:nowrap">Non-Agency</FONT>
Mortgage-Backed Securities (Cost $953,895)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;957,726</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>ASSET-BACKED SECURITIES 14.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>ACE Securities Corp. Home Equity Loan
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.687% due 02/25/2036 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,042</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Asset-Backed Securities Corp. Home Equity Loan
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.332% due 05/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,135</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,051</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Ayresome CDO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.560% due 12/08/2045 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">29,302</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">16,628</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Bear Stearns Asset-Backed Securities
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.432% due 01/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,302</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,359</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>BSPRT Issuer Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.510% due 05/15/2029 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,973</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Carvana Auto Receivables Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 01/10/2028 &laquo;(f)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>College Avenue Student Loans LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">4.120% due 07/25/2051</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,756</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Duke Funding High Grade Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.090% due 08/02/2049 (a)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">843,310</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.234% due 08/02/2049 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">30,014</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">838</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>First Franklin Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.412% due 10/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,549</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>First NLC Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.122% due 12/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,188</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Flagship Credit Auto Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 04/17/2028 &laquo;(f)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,681</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>FREED ABS Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 09/20/2027 &laquo;(f)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,564</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Greenwood Park CLO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 04/15/2031 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">27,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18,967</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Home Equity Mortgage Loan Asset-Backed
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.272% due 04/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,638</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>KKR CLO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 04/20/2034 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,803</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Long Beach Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.807% due 11/25/2035 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,014</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,978</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Madison Park Funding Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 07/27/2047 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,814</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Marlette Funding Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 09/16/2030 &laquo;(f)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,694</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Mill City Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 04/25/2057 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">362,773</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,985</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 11/25/2058 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">305,356</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,381</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.653% due 11/25/2058 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">16,205</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,929</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.913% due 04/25/2057 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19,586</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19,227</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Montauk Point CDO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.437% due 04/06/2046 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">327,058</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,173</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.442% due 10/06/2042 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">213,556</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19,786</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE> </div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

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

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

<TD VALIGN="bottom"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="92%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>94</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">See&nbsp;Accompanying&nbsp;Notes</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="94%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD 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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Morgan Stanley ABS Capital, Inc. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.212% due 07/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,908</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,496</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Morgan Stanley Capital, Inc. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.462% due 03/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,695</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,439</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Myers Park CLO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.000% due 10/20/2030 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,257</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>NAC Aviation PPN</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.730% due 03/15/2027 &laquo;(i)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,442</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,720</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Option One Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.342% due 04/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,060</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,855</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>PRET LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.721% due 07/25/2051 &thorn;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,567</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Renaissance Home Equity Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.586% due 11/25/2036 &thorn;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,958</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Securitized Asset-Backed Receivables LLC
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.602% due 03/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,612</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,292</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Sierra Madre Funding Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.484% due 09/07/2039 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,383</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,235</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Specialty Underwriting&nbsp;&amp; Residential Finance
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.402% due 09/25/2037 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">24,987</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12,759</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Structured Asset Investment Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.622% due 05/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,747</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Structured Asset Securities Corp. Mortgage Loan
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.302% due 06/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,434</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.342% due 01/25/2037 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,916</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.402% due 04/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20,088</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19,904</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Structured Finance Advisors ABS CDO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.214% due 07/02/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">43,989</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11,745</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Summer Street Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.430% due 12/06/2045 &#149;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">50,668</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Towd Point Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.250% due 11/25/2058 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,816</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,836</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.750% due 11/25/2058 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,278</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.250% due 11/25/2058 ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,460</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,530</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Asset-Backed Securities
(Cost&nbsp;$324,094)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;311,779</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>SOVEREIGN ISSUES 5.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Argentina Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.500% due 07/09/2030 &thorn;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17,043</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.125% due 07/09/2035 &thorn;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,348</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,088</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.000% due 01/09/2038 &thorn;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,899</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.500% due 07/09/2041 &thorn;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">41,970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">14,978</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:7pt">


<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="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 ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>MARKET<BR>VALUE<BR>(000S)</B></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Ecuador Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">1.000% due 07/31/2035 &thorn;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">5.000% due 07/31/2030 &thorn;(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19,720</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">16,343</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Egypt Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">3.875% due 02/16/2026 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.375% due 04/11/2031</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,515</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">7.500% due 02/16/2061 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,447</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Nigeria Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.250% due 09/28/2051 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Romania Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.750% due 04/14/2041 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,915</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">2.875% due 04/13/2042 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,089</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>South Africa Government International
Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">8.875% due 02/28/2035 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">ZAR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">682,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">38,556</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Ukraine Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.876% due 05/21/2029 (k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,505</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Sovereign Issues (Cost $121,339)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;116,359</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><B>SHARES</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>COMMON STOCKS 0.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>FINANCIALS 0.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Credit Suisse Group AG</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">115,607</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>INDUSTRIALS 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Voyager Aviation Holdings &laquo;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,860</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Common Stocks (Cost $1,095)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>1,126</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>PREFERRED SECURITIES 3.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>BANKING&nbsp;&amp; FINANCE 3.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Nationwide Building Society</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">10.250% ~</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,191</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Stichting AK Rabobank Certificaten</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="3"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">6.500% due 12/29/2049 &thorn;(g)(k)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">40,671,275</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">63,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<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"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">65,091</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>INDUSTRIALS 0.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Voyager Aviation Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">9.500% &laquo;</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">41,160</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12,774</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Preferred Securities (Cost $79,601)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>77,865</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">


<TR>

<TD WIDTH="55%"></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 WIDTH="2%"></TD>

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

<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; "><B>SHARES</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; "><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>REAL ESTATE INVESTMENT TRUSTS 3.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>FINANCIALS 3.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>AGNC Investment Corp.</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,270,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">19,109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Annaly Capital Management,&nbsp;Inc.</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,438,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">19,065</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>KKR Real Estate Finance Trust, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,082,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">22,540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>PennyMac Mortgage Investment Trust</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">556,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">9,639</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Real Estate Investment Trusts<BR>(Cost
$71,245)</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>70,353</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; "><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>SHORT-TERM INSTRUMENTS 5.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>REPURCHASE AGREEMENTS (j) 0.9%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">20,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>U.S. TREASURY BILLS 0.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.051% due 01/04/2022 - 03/24/2022 (e)(f)(k)(m)(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">13,713</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">13,713</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7.5pt">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>U.S. TREASURY CASH MANAGEMENT BILLS 4.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.068% due 03/15/2022 - 03/29/2022 (e)(f)(k)(m)(o)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">86,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">85,988</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>Total Short-Term Instruments<BR>(Cost $119,799)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>119,801</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>Total Investments in Securities<BR>(Cost $3,923,668)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>3,866,714</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top" COLSPAN="6"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>Total Investments 181.2%<BR>(Cost $3,923,668)</B></FONT></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>3,866,714</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top" COLSPAN="6"> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Financial Derivative<BR>Instruments (l)(n) (0.1)%</B></FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; margin-left:1.00em; text-indent:-1.00em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>(Cost&nbsp;or&nbsp;Premiums,&nbsp;net&nbsp;$(7,898))</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P>
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>(1,376</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>Other Assets and Liabilities, net (81.1)%</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;(1,731,077</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="top" COLSPAN="6"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>Net Assets 100.0%</B></FONT></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:7pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;2,134,261</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> </div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>
 <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>NOTES TO CONSOLIDATED SCHEDULE OF INVESTMENTS: </B></P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>*</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>A zero balance may reflect actual amounts rounding to less than one thousand.
</B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>^</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Security is in default. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>&laquo;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Security valued using significant unobservable inputs (Level 3).
</B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>&micro;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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&nbsp;funding. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>~</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 description. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>&#149;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 description. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>&thorn;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 end. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(a)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Security is an Interest Only (&#147;IO&#148;) or IO Strip.
</B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(b)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>When-issued security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(c)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Payment <FONT STYLE="white-space:nowrap">in-kind</FONT> security.
</B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(d)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Security is not accruing income as of the date of this report.
</B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(e)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Coupon represents&nbsp;a weighted average&nbsp;yield to maturity.
</B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(f)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Zero coupon security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(g)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Perpetual maturity; date shown, if applicable, represents next contractual call date.
</B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(h)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Contingent convertible security. </B></FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD WIDTH="87%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" NOWRAP>See Accompanying Notes</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>95</B></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="94%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Consolidated&nbsp;Schedule&nbsp;of&nbsp;Investments</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt" COLOR="#7f7f7f"><B>PIMCO&nbsp;Dynamic&nbsp;Income&nbsp;Opportunities&nbsp;Fund</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>(i)&nbsp;&nbsp;RESTRICTED
SECURITIES: </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<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="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>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Issuer Description</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Coupon</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Acquisition<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Cost</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Market&nbsp;Value<BR>as&nbsp;Percentage<BR>of Net Assets</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">NAC Aviation DAC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4.920</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/27/2026</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/17/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,967</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,598</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">%&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">NAC Aviation PPN</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4.790</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/27/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/22/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,025</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,811</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.08</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">NAC Aviation PPN</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6.580</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/14/2025</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/22/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,217</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,097</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">NAC Aviation PPN</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6.730</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/15/2027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/22/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,627</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,720</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Project Quasar Pledgco SLU</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/06/2025</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/21/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">18,359</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">18,496</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.87</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD COLSPAN="5" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;32,195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;31,722</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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 COLSPAN="5" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>BORROWINGS AND OTHER FINANCING
TRANSACTIONS </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>(j)&nbsp;&nbsp;REPURCHASE AGREEMENTS: </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<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="45%"></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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Lending<BR>Rate</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Principal<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Collateralized By</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Collateral<BR>(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Repurchase<BR>Agreements,<BR>at Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Repurchase<BR>Agreement<BR>Proceeds<BR>to
be<BR>Received<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">BPS</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.030</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/31/2021</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/03/2022</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;20,100</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">U.S. Treasury Notes 2.500% due 05/15/2024</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(20,513</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">20,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">20,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Repurchase Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(20,513</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;20,100</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;20,100</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>REVERSE REPURCHASE AGREEMENTS: </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<TR>

<TD WIDTH="34%"></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" WIDTH="3%"></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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Borrowing<BR>Rate<SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="4" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Amount<BR>Borrowed<SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Payable for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BOM</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/13/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/11/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(17,311</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(17,331</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BOS</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/18/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/12/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(10,202</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(10,208</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/30/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/30/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6,794</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6,810</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,984</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(0.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,484</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,482</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(0.400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/22/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/19/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(380</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(432</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(0.380</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/14/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(49,368</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(56,154</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/24/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/13/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,315</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,495</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/14/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6,937</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(7,891</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11/16/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/11/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,714</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(5,364</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/14/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6,055</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6,888</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11/03/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/28/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,001</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,415</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,258</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,707</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11/15/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/09/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,033</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,176</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/06/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/05/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,835</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,835</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/22/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/20/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(9,040</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(9,046</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,042</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.480</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/12/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/10/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(12,990</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(13,005</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/05/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(23,881</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(23,940</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/14/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/12/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,076</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,086</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/21/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/21/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(9,479</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(9,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/13/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/14/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/06/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/10/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(8,672</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(8,683</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/21/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,357</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,358</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/29/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/14/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/20/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/21/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6,504</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6,514</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/21/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(943</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(945</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/21/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/17/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6,712</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6,719</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.530</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/12/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">05/12/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(5,533</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(5,545</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.530</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11/02/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">05/12/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,682</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,683</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/27/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/09/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(18,818</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(18,820</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">04/25/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(817</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(819</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/28/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">04/25/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,479</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,481</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/11/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6,017</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6,053</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">04/16/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">04/18/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(32,026</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(32,282</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/11/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">04/18/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,554</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4,583</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(4.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/12/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,731</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,077</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(0.950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/21/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,892</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(0.950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10/22/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,953</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(0.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(421</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(478</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11/05/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/04/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,761</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,003</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">11/15/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/19/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,303</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,305</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

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

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

<TD VALIGN="bottom"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="92%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>96</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">See&nbsp;Accompanying&nbsp;Notes</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="94%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD 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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">


<TR>

<TD WIDTH="33%"></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" WIDTH="3%"></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></TR>

<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Counterparty</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Borrowing<BR>Rate<SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Settlement<BR>Date</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Maturity<BR>Date</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="4" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Amount<BR>Borrowed<SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Payable for<BR>Reverse<BR>Repurchase<BR>Agreements</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/10/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(17,992</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(18,005</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/03/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,554</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,560</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/10/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/10/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(20,249</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(20,282</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/13/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/14/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(42,601</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(42,667</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/14/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/10/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,836</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,837</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.598</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/07/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(385</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/09/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(546</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(548</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.604</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/29/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/31/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(27,222</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(27,294</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.605</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/18/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/18/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,461</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,476</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.606</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/12/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/15/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(15,453</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(15,490</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">05/03/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(31,410</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(31,570</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/16/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(8,139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(8,163</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.753</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/27/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/31/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,328</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,329</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.763</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/10/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(15,190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(15,248</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.764</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/06/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/06/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(21,192</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(21,312</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.803</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/21/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/21/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(869</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(871</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.803</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/22/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/21/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(36,573</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(36,657</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.805</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/06/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/06/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(16,613</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(16,646</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.821</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/13/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/06/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(8,675</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(8,703</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/16/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/18/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(25,687</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(25,883</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1.050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/20/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/20/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(46,280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(46,628</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BYR</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/26/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/26/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(94,969</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(95,181</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/26/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(17,418</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(17,424</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/26/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,003</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,003</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/27/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/26/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,404</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,404</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/25/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(19,955</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(20,046</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/12/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/25/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(11,563</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(11,615</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/25/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(8,903</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(8,907</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/15/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/25/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,977</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,978</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">CEW</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/24/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/13/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,883</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/24/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/13/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(274</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(371</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/22/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/21/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,549</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,557</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/06/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,287</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,301</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/26/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/06/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,985</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,988</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/03/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/06/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,282</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,284</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/20/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/20/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(12,891</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(12,924</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/01/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/04/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(21,815</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(21,933</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/16/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/16/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,842</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,857</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/12/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/12/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(45,409</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(45,597</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/14/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/12/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(60,278</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(60,524</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/14/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/14/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(12,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(12,768</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">CIB</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.570</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/13/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/18/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(8,827</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(8,838</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.570</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/14/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/13/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,026</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,035</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.580</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/27/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/26/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(597</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(597</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">IND</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/13/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/14/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,154</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,160</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.290</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/02/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(13,460</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(13,477</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.330</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/05/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">05/05/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,188</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,189</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/27/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">05/05/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,152</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,152</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.440</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/02/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(551</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(552</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">JML</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/01/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,362</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,672</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/24/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(167</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(189</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/21/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,921</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/24/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(675</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(767</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/17/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/10/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,374</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,371</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/20/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,058</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,057</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,055</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,336</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/21/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/19/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(371</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(422</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/01/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(23,273</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(26,468</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/21/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/13/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,789</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,172</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/25/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/13/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(762</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(867</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/05/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/19/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,284</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(8,288</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/10/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,117</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/26/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/13/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,978</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,980</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/05/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,103</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,493</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/15/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/13/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(16,963</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(16,967</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/15/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/13/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(15,517</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(15,521</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/22/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/24/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(11,071</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(11,083</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/25/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(404</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/26/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/24/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(10,002</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(10,007</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">MBC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5.850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/15/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/05/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">ZAR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(573,392</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(36,094</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD WIDTH="87%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" NOWRAP>See Accompanying Notes</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>97</B></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="94%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Consolidated&nbsp;Schedule&nbsp;of&nbsp;Investments</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt" COLOR="#7f7f7f"><B>PIMCO&nbsp;Dynamic&nbsp;Income&nbsp;Opportunities&nbsp;Fund</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">


<TR>

<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></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 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></TR>

<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Counterparty</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Borrowing<BR>Rate<SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Settlement<BR>Date</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Maturity<BR>Date</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="4" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Amount<BR>Borrowed<SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Payable for<BR>Reverse<BR>Repurchase<BR>Agreements</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">MEI</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,826</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,077</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/11/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(34,534</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(34,539</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">NOM</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/16/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,017</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/15/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/14/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(9,221</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(9,223</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">RBC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.749</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/09/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,794</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,812</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">RTA</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/04/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,429</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,440</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/07/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/05/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(10,445</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(10,460</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.607</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/01/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(20,641</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(20,674</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/20/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/17/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(13,101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(13,126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.840</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">05/09/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(19,398</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(19,464</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">SBI</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/18/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,625</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,624</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">SCX</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(0.440</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/22/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/19/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,449</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,923</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/14/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/11/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(22,057</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(22,110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/26/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/11/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(15,590</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(15,604</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/28/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/11/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(19,694</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(19,712</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">SGY</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/08/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,784</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,785</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">SOG</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/02/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,436</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,440</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/13/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(747</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(748</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/15/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/15/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(594</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(595</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/22/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/23/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(935</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(936</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/28/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/23/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(915</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(916</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/25/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,324</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/22/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/23/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(680</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(680</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/14/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/14/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(349</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/25/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(8,504</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(8,529</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/02/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,695</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,708</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/12/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/27/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,790</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,793</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/22/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">05/04/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.756</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/06/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/06/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,579</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,594</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.799</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/10/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(32,476</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(32,582</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">TDM</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/02/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,504</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,506</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,837</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,846</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(570</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(571</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/09/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(94</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(94</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/13/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,026</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">UBS</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/20/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,859</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(6,862</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/18/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,777</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,782</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,043</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,044</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/07/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,669</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,672</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/22/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,380</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(2,382</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/27/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(17,973</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(17,975</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/14/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/12/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(13,245</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(13,277</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/07/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(39,041</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(39,157</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">06/15/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/11/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(9,919</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(9,947</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">09/30/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(17,597</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(17,621</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10/04/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(21,919</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(21,947</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/23/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/11/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(8,668</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(8,673</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0.510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/22/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,083</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7,085</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="15"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Reverse Repurchase Agreements</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,627,632</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>BORROWINGS AND OTHER FINANCING
TRANSACTIONS SUMMARY </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT 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 December&nbsp;31, 2021: </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt" ALIGN="center">


<TR>

<TD WIDTH="39%"></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="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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Repurchase<BR>Agreement<BR>Proceeds<BR>to
be<BR>Received<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Payable for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Payable for<BR><FONT STYLE="white-space:nowrap">Sale-Buyback</FONT><BR>Transactions</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Total<BR>Borrowings&nbsp;and<BR>Other&nbsp;Financing<BR>Transactions</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Collateral<BR>Pledged/(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Net&nbsp;Exposure<SUP STYLE="font-size:85%; vertical-align:top">(4)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Global/Master Repurchase Agreement</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BOM</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(17,331</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(17,331</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">22,244</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,913</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BOS</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(17,018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(17,018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">17,622</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">604</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;20,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(257,643</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(237,543</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;274,776</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;37,233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(364,787</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(364,787</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">439,219</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">74,432</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BYR</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(165,558</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(165,558</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">192,606</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">27,048</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">CEW</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(178,384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(178,384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">218,360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">39,976</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">CIB</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(16,470</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(16,470</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">19,988</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,518</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">IND</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(29,530</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(29,530</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">32,245</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,715</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">JML</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(123,102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(123,102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">141,156</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">18,054</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

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

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

<TD VALIGN="bottom"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="92%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>98</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">See&nbsp;Accompanying&nbsp;Notes</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="94%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD 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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" 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="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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Counterparty</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Repurchase<BR>Agreement<BR>Proceeds<BR>to be<BR>Received<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Payable for<BR>Reverse<BR>Repurchase<BR>Agreements</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Payable for<BR><FONT STYLE="white-space:nowrap">Sale-Buyback</FONT><BR>Transactions</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Total<BR>Borrowings&nbsp;and<BR>Other&nbsp;Financing<BR>Transactions</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Collateral<BR>Pledged/(Received)</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Net&nbsp;Exposure<SUP STYLE="font-size:85%; vertical-align:top">(4)</SUP></B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">MBC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(36,094</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(36,094</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">38,106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,012</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">MEI</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(36,616</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(36,616</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">59,488</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">22,872</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">NOM</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(13,246</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(13,246</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">724</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">RBC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,812</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,812</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,815</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,003</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">RTA</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(67,164</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(67,164</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">80,095</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12,931</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">SBI</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,624</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(3,624</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,763</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">SCX</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(61,349</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(61,349</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">69,615</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,266</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">SGY</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,785</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,785</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,912</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">SOG</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(64,652</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(64,652</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">80,734</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">16,082</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">TDM</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(12,043</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(12,043</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12,812</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">769</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">UBS</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(152,424</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(152,424</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;176,306</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;23,882</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total&nbsp;Borrowings&nbsp;and&nbsp;Other&nbsp;Financing&nbsp;Transactions</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;20,100</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,627,632</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></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="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD 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:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>CERTAIN TRANSFERS ACCOUNTED FOR AS
SECURED BORROWINGS </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><B>Remaining Contractual Maturity of the Agreements </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt" ALIGN="center">


<TR>

<TD WIDTH="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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Overnight&nbsp;and<BR>Continuous</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Up&nbsp;to&nbsp;30&nbsp;days</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B><FONT STYLE="white-space:nowrap">31-90</FONT> days</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Greater&nbsp;Than&nbsp;90&nbsp;days</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="20"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Reverse Repurchase Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Corporate Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(508,230</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(204,977</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(151,875</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(865,082</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Convertible Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(10,431</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(20,674</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(31,105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">U.S. Government Agencies</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(33,801</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(33,801</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed
Securities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(258,752</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(177,806</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(75,986</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(512,544</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Asset-Backed Securities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(22,121</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(10,636</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(32,757</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Sovereign Issues</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(90,825</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(5,364</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(96,189</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Preferred Securities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(56,154</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(56,154</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Borrowings</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(958,193</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(410,268</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(259,171</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>(1,627,632</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Payable for reverse repurchase agreements<SUP
STYLE="font-size:85%; vertical-align:top"> </SUP></B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,627,632</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(k)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Securities with an aggregate market value of $1,906,787 and cash of $21,463 have been
pledged as collateral under the terms of the above master agreements as of December&nbsp;31, 2021. </B></FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">Includes accrued interest. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">The average amount of borrowings outstanding during the period ended December&nbsp;31, 2021
was $(1,773,738) at a weighted average interest rate of 0.622%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">Open maturity reverse repurchase agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(4)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 information. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>(l)&nbsp;&nbsp;FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>SWAP AGREEMENTS: </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION<SUP
STYLE="font-size:85%; vertical-align:top">(1)</SUP> </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


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

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<TD></TD>
<TD></TD>
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<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Reference&nbsp;Entity</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Fixed<BR>Receive&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Implied<BR>Credit&nbsp;Spread&nbsp;at<BR>December&nbsp;31,&nbsp;2021<SUP
STYLE="font-size:85%; vertical-align:top">(2)</SUP></B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Notional<BR>Amount<SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP></B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Market<BR>Value<SUP STYLE="font-size:85%; vertical-align:top">(4)</SUP></B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Variation&nbsp;Margin</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Jaguar&nbsp;Land&nbsp;Rover&nbsp;Automotive</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/20/2026</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3.521</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">EUR&nbsp;&nbsp;&nbsp;&nbsp;12,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">787</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">68</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">855</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Jaguar Land Rover Automotive</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/20/2026</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3.685</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">16,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">937</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,143</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Rolls-Royce PLC</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/20/2025</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.481</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(642</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">512</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Rolls-Royce PLC</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/20/2026</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.612</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">18,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,383</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">836</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(547</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(301</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,622</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,321</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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>
<TD 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>CREDIT DEFAULT SWAPS ON CREDIT INDICES -
SELL PROTECTION<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP> </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt" ALIGN="center">


<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></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>

<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></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Index/Tranches</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Fixed<BR>Receive&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Notional<BR>Amount<SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP></B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Premiums<BR>Paid/&nbsp;(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Market<BR>Value<SUP STYLE="font-size:85%; vertical-align:top">(4)</SUP></B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Variation&nbsp;Margin</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">CDX.HY-35</FONT>
<FONT STYLE="white-space:nowrap">5-Year</FONT> Index</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Quarterly</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/20/2025</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;63</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">

<TR>

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

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<TD VALIGN="bottom" WIDTH="1%"></TD>
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<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow; ">See Accompanying Notes</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>SEMIANNUAL&nbsp;REPORT</B></FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center"><FONT STYLE="font-family:Arial Narrow; ">&#124;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">DECEMBER&nbsp;31,&nbsp;2021</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>99</B></FONT></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">

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<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="94%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Consolidated&nbsp;Schedule&nbsp;of&nbsp;Investments</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt" COLOR="#7f7f7f"><B>PIMCO&nbsp;Dynamic&nbsp;Income&nbsp;Opportunities&nbsp;Fund</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>INTEREST RATE SWAPS </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt" ALIGN="center">


<TR>

<TD WIDTH="18%"></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="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>
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<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
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<TD VALIGN="bottom" WIDTH="1%"></TD>
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<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Pay/Receive<BR>Floating&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Floating&nbsp;Rate&nbsp;Index</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Fixed&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Notional<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Variation Margin</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive<SUP STYLE="font-size:85%; vertical-align:top">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">09/21/2052</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">18,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">674</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(151</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">523</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(478</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">1-Year&nbsp;
BRL-CDI</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6.170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Maturity</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/02/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">BRL</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">77,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(554</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">1-Year&nbsp;
BRL-CDI</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7.655</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Maturity</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/02/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">248,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,779</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,779</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">1-Year&nbsp;
BRL-CDI</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6.990</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Maturity</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">01/04/2027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">318,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,522</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(5,882</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(70</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><FONT STYLE="white-space:nowrap">Semi-Annual</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/16/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">40,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(222</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(279</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/16/2026</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">574,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(9,673</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(10,924</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(20,597</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/16/2028</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">6,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(352</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(371</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">08/17/2028</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">76,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(53</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/15/2028</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">43,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">169</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/16/2031</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">25,450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,132</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(279</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,853</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12/15/2031</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">297</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive<SUP STYLE="font-size:85%; vertical-align:top">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1.700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/01/2052</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">114,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,036</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,089</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,053</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(485</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive<SUP STYLE="font-size:85%; vertical-align:top">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/16/2032</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">57,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,096</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,702</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">606</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">54</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">28-Day&nbsp;
MXN-TIIE</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Lunar</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/27/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">MXN</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">151,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(228</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">28-Day&nbsp;
MXN-TIIE</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Lunar</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/03/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">282,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(395</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(405</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<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"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(7,658</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(15,811</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(23,469</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">124</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="6"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Swap Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(7,897</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(14,188</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(22,085</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;159</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,113</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>FINANCIAL DERIVATIVE INSTRUMENTS:
EXCHANGE-TRADED OR CENTRALLY CLEARED SUMMARY </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT 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 December&nbsp;31, 2021: </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt" 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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="border-bottom:1.00px solid #000000"><FONT STYLE="font-family:Arial Narrow; font-size:7pt"><B>Financial Derivative Assets</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="border-bottom:1.00px solid #000000"><FONT STYLE="font-family:Arial Narrow; font-size:7pt"><B>Financial Derivative Liabilities</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="border-bottom:1.00px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Market&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1.00px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Variation Margin<BR>Asset</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="border-bottom:1.00px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Market&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1.00px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Variation Margin<BR>Liability</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Purchased<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Futures</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Written<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Futures</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Exchange-Traded or Centrally Cleared</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;159</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;159</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,113)</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,113)</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(m)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Securities with an aggregate market value of $12,730 and cash of $39,545 have been pledged
as collateral for exchange-traded and centrally cleared financial derivative instruments as of December&nbsp;31, 2021. </B></FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 index. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(4)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(5)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 information. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>(n)&nbsp;&nbsp;FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>FORWARD FOREIGN CURRENCY CONTRACTS: </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<TR>

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

<TD VALIGN="bottom" WIDTH="2%"></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="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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Settlement<BR>Month</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Currency to<BR>be Delivered</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Currency to<BR>be Received</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Unrealized&nbsp;Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BOA</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">CAD</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">9,889</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7,897</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">79</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">MXN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,905</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">92</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">PLN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">23,952</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,985</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">94</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">30,285</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">26,719</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,047</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">ZAR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">30,626</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">ZAR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">78,033</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,296</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;435</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">MXN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7,256</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">348</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">8,779</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

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

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

<TD VALIGN="bottom"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="92%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>100</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">See&nbsp;Accompanying&nbsp;Notes</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="94%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD 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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">


<TR>

<TD WIDTH="34%"></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="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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Counterparty</B></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Settlement<BR>Month</B></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Currency to<BR>be Delivered</B></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Currency to<BR>be Received</B></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Unrealized&nbsp;Appreciation/<BR>(Depreciation)</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Asset</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Liability</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">IDR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">47,911,624</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,307</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(59</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,512</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">110,726</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(39</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,159</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">10,396</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,332</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,788</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,487</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">335,732</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">05/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,425</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">ZAR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">22,531</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">08/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,398</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">22,378</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">11/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">4,054</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">65,421</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(114</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12,291</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">887,752</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(481</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">153,914</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">175,368</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,062</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">801</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">CBK</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">77,853</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19,081</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(412</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19,092</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">77,853</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">401</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">PLN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,315</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,390</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">75</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">MXN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,299</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,335</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,589</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">63</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">7,365</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">546,944</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,188</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">ZAR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">80,629</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">ZAR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">8,105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">501</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,590</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">27,260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,009</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">377,426</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">04/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">19,037</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">MXN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">413,124</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">760</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">07/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">71,585</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">17,643</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">12/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18,563</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">77,853</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">449</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">MYI</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">116,788</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20,453</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(514</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">IDR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">25,229,250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,738</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20,928</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">116,788</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">CHF</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">972</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,059</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">50,985</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">57,586</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(512</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20,316</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">116,788</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">509</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,767</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,562</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">SCX</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">5,492</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(47</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20,438</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">18,007</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">81</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,585</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">1,196</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">SSB</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20,786</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">116,788</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">181</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">TOR</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">IDR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">9,250,598</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">643</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">MXN</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">6,857</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">324</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">UAG</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">01/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,925</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">212,362</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">02/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">105,961</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">142,384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">03/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">2,323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">175,713</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Forward Foreign Currency Contracts</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;3,648</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(4,126</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>SWAP AGREEMENTS: </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>TOTAL RETURN SWAPS ON INTEREST RATE INDICES </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt" ALIGN="center">


<TR>

<TD WIDTH="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="35%"></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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" NOWRAP STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Pay/Receive<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Underlying&nbsp;Reference</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>#&nbsp;of&nbsp;Units</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Financing Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Notional<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Swap&nbsp;Agreements,<BR>at Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">iBoxx USD Liquid High Yield Index<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">N/A</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.213% <FONT STYLE="white-space:nowrap">(3-Month</FONT> <FONT
STYLE="white-space:nowrap">USD-LIBOR</FONT> plus a specified spread)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Maturity</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/21/2022</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">iBoxx USD Liquid High Yield Index<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">N/A</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.214% <FONT STYLE="white-space:nowrap">(3-Month</FONT> <FONT
STYLE="white-space:nowrap">USD-LIBOR</FONT> plus a specified spread)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Maturity</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">03/21/2022</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">MYC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">iBoxx USD Liquid High Yield Index<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">N/A</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">0.214% <FONT STYLE="white-space:nowrap">(3-Month</FONT> <FONT
STYLE="white-space:nowrap">USD-LIBOR</FONT> plus a specified spread)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Maturity</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">06/20/2022</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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 ; font-family:ARIAL; font-size:8pt">
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<TR STYLE="font-size:1px; ">
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="22"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Swap Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;57</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;56</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
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<TD>&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
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<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow; ">See Accompanying Notes</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>SEMIANNUAL&nbsp;REPORT</B></FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center"><FONT STYLE="font-family:Arial Narrow; ">&#124;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">DECEMBER&nbsp;31,&nbsp;2021</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>101</B></FONT></TD></TR></TABLE></DIV>
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<TD VALIGN="bottom">&nbsp;&nbsp;</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">

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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Consolidated&nbsp;Schedule&nbsp;of&nbsp;Investments</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt" COLOR="#7f7f7f"><B>PIMCO&nbsp;Dynamic&nbsp;Income&nbsp;Opportunities&nbsp;Fund</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>FINANCIAL DERIVATIVE INSTRUMENTS:
OVER THE COUNTER SUMMARY </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">The following is a summary by
counterparty of the market value of OTC financial derivative instruments and collateral pledged/(received) as of December&nbsp;31, 2021: </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
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<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Financial Derivative Assets</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Financial Derivative Liabilities</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Forward<BR>Foreign<BR>Currency<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Purchased<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Total<BR>Over the<BR>Counter</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Forward<BR>Foreign<BR>Currency<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Written<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Total<BR>Over the<BR>Counter</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Net Market<BR>Value&nbsp;of&nbsp;OTC<BR>Derivatives</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Collateral<BR>Pledged/<BR>(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Net<BR>Exposure<SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></B></FONT></TD>
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<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BOA</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">770</FONT></TD>
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<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">770</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(191</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(191</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">579</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(580</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BPS</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(374</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(374</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(355</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">273</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(82</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(498</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(498</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(466</FONT></TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(679</FONT></TD>
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<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,145</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">CBK</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,998</FONT></TD>
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<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,998</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(804</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(804</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,120</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">MYC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">28</FONT></TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">28</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">MYI</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">67</FONT></TD>
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<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD 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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Total Over the Counter</B></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;3,648</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;56</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;3,704</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(4,126</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(4,126</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD 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:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><B>(o)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333"><B>Securities with an aggregate market value of $1,260 have been pledged as collateral for
financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of December&nbsp;31, 2021. </B></FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 reference. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 information. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>FAIR VALUE OF FINANCIAL DERIVATIVE INSTRUMENTS </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT 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 and Other Risks, in the Notes to Financial Statements on risks of the Fund. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Fair Values of Financial Derivative Instruments on the Consolidated Statements of Assets and Liabilities as of December&nbsp;31, 2021:
</FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="22" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Derivatives not accounted for as hedging instruments</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Commodity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Credit<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Equity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Foreign<BR>Exchange<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Interest<BR>Rate&nbsp;Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Financial Derivative Instruments - Assets</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Exchange-traded or centrally cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Swap Agreements<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">124</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">159</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Over the counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Forward Foreign Currency
Contracts<SUP STYLE="font-size:85%; vertical-align:top"> </SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,648</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,648</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Swap Agreements<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">56</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">56</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,648</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">56</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,704</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;3,648</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">180</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">3,863</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="25"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Financial Derivative Instruments -
Liabilities</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Exchange-traded or centrally cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Swap Agreements<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Over the counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Forward Foreign Currency
Contracts<SUP STYLE="font-size:85%; vertical-align:top"> </SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,239</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">

<TR>

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

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

<TD VALIGN="bottom"></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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="92%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>102</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&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; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="94%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD 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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></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:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">The effect of Financial Derivative Instruments on the Consolidated Statements of Operations for the period ended December&nbsp;31, 2021:
</FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="22" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Derivatives not accounted for as hedging instruments</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Commodity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Credit<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Equity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Foreign<BR>Exchange<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Interest<BR>Rate&nbsp;Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Net Realized Gain (Loss) on Financial Derivative
Instruments</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Exchange-traded or centrally cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Futures<SUP STYLE="font-size:85%; vertical-align:top"> </SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Swap Agreements<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,351</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(11,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(7,049</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,351</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(11,350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6,999</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Over the counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Forward Foreign Currency
Contracts<SUP STYLE="font-size:85%; vertical-align:top"> </SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">23,721</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">23,721</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Swap Agreements<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,398</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,398</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">23,721</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,398</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">25,119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4,351</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">23,721</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(9,952</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">18,120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="25"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Net Change in Unrealized (Depreciation) on Financial Derivative
Instruments</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Exchange-traded or centrally cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Futures<SUP STYLE="font-size:85%; vertical-align:top"> </SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(7</FONT></TD>
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<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Swap Agreements<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,330</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,192</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,522</FONT></TD>
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<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></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 VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
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<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
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<TD>&nbsp;</TD>
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<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,330</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(2,199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(3,529</FONT></TD>
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<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
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<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
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<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
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<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="24"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Over the counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Forward Foreign Currency
Contracts<SUP STYLE="font-size:85%; vertical-align:top"> </SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(11,423</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(11,423</FONT></TD>
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<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Swap Agreements<SUP STYLE="font-size:85%; vertical-align:top">
</SUP></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,161</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,161</FONT></TD>
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<TD VALIGN="top"></TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(11,423</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,161</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(12,584</FONT></TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,330</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(11,423</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(3,360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(16,113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1%; font-size:8pt; font-family:Arial Narrow"><B>FAIR VALUE MEASUREMENTS </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">The following is a summary of the fair valuations according to the
inputs used as of December&nbsp;31, 2021 in valuing the Fund&#146;s assets and liabilities: </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Category and Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Level&nbsp;1</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Level&nbsp;2</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Fair<BR>Value&nbsp;at<BR>12/31/2021</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Investments in Securities, at Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Loan Participations and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">597,806</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">256,489</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">854,295</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Corporate Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Banking&nbsp;&amp; Finance</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">245,231</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">9,506</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">254,737</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">658,565</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">79,250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">737,815</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">198,676</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">198,676</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Convertible Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Banking&nbsp;&amp; Finance</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">31,075</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">31,075</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">19,611</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">19,611</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Municipal Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Puerto Rico</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">70,284</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">70,284</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">West Virginia</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,786</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">2,786</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">U.S. Government Agencies</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">42,426</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">42,426</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT>
Mortgage-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;956,926</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">957,726</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Asset-Backed Securities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">290,840</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;20,939</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;311,779</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Sovereign Issues</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">116,359</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">116,359</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Common Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Financials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Preferred Securities</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Banking&nbsp;&amp; Finance</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">65,091</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">65,091</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12,774</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12,774</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Real Estate Investment Trusts</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Financials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;70,353</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">70,353</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">


<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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Category and Subcategory</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Level&nbsp;1</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Level&nbsp;2</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Level&nbsp;3</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><B>Fair<BR>Value&nbsp;at<BR>12/31/2021</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Short-Term Instruments</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Repurchase Agreements</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">20,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">U.S. Treasury Bills</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,713</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">13,713</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">U.S. Treasury Cash Management Bills</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">85,988</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">85,988</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Total Investments</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">71,479</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,415,477</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">379,758</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,866,714</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Financial Derivative Instruments - Assets</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">159</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">159</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Over the counter</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,704</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,704</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,863</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">3,863</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Financial Derivative Instruments -
Liabilities</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Over the counter</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(4,126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,239</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(5,239</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Total Financial Derivative&nbsp;Instruments</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,376</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">(1,376</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Totals</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;71,479</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;3,414,101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;379,758</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;3,865,338</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> </div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">

<TR>

<TD WIDTH="87%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow; ">See Accompanying Notes</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>SEMIANNUAL&nbsp;REPORT</B></FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center"><FONT STYLE="font-family:Arial Narrow; ">&#124;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">DECEMBER&nbsp;31,&nbsp;2021</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>103</B></FONT></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

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<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="94%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Consolidated&nbsp;Schedule&nbsp;of&nbsp;Investments</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt" COLOR="#7f7f7f"><B>PIMCO&nbsp;Dynamic&nbsp;Income&nbsp;Opportunities&nbsp;Fund</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></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:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended
December&nbsp;31, 2021: </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Category&nbsp;and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Beginning<BR>Balance<BR>at&nbsp;06/30/2021</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Net<BR>Purchases</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Net<BR>Sales/<BR>Settlements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Accrued<BR>Discounts/<BR>(Premiums)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Realized<BR>Gain/(Loss)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Net Change
in<BR>Unrealized<BR>Appreciation/<BR>(Depreciation)<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Transfers&nbsp;into<BR>Level 3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Transfers&nbsp;out<BR>of&nbsp;Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Ending<BR>Balance<BR>at&nbsp;12/31/2021</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Net Change in<BR>Unrealized<BR>Appreciation/<BR>(Depreciation)<BR>on&nbsp;Investments<BR>Held at<BR>12/31/2021<SUP
STYLE="font-size:85%; vertical-align:top">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="40"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Investments in Securities, at Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Loan Participations and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">98,710</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">175,149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(44,413</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">445</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,093</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">27,904</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">256,489</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">714</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="40"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Corporate Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Banking&nbsp;&amp; Finance</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">10,089</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">121</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(704</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">9,506</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(704</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">48,922</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(433</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">30,809</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">79,250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="40"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Convertible Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Banking&nbsp;&amp; Finance</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(1,096</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT>
Mortgage-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Asset-Backed Securities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">22,057</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">5,611</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6,752</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">20,939</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(6,752</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="40"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Preferred Securities</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.25em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12,789</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12,774</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">(15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR 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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Totals</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;135,767</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;239,771</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(45,942</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;589</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,093</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(8,047</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;58,713</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;379,758</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(7,005</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow"><FONT 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 hierarchy: </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow"><B>Category&nbsp;and&nbsp;Subcategory</B></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Ending<BR>Balance<BR>at&nbsp;12/31/2021</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Valuation<BR>Technique</B></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Unobservable<BR>Inputs</B></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD COLSPAN="2" ROWSPAN="2" VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>(% Unless Noted Otherwise)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Input Value(s)<BR></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Weighted<BR>Average</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="20"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0.75em; text-indent:-0.75em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Investments in Securities, at Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Loan Participations and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">18,496</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Discounted&nbsp;Cash&nbsp;Flow</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Discount&nbsp;Rate</FONT></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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">4.600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">13,801</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Indicative&nbsp;Market&nbsp;Quotation</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Broker&nbsp;Quote</FONT></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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">39.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">7,625</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></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 NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">125,299</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Proxy Pricing</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Base Price</FONT></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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><FONT STYLE="white-space:nowrap">70.202-100.000</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">98.329</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">22,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Recent Transaction</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Purchase&nbsp;Price</FONT></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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">100.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">69,168</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Third Party Vendor</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Broker Quote</FONT></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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><FONT STYLE="white-space:nowrap">96.000-100.125</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">98.256</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="20"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Corporate Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Banking&nbsp;&amp; Finance</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">9,506</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Proxy Pricing</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Base Price</FONT></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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><FONT STYLE="white-space:nowrap">74.120-79.430</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">76.759</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">48,874</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Proxy Pricing</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Base Price</FONT></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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">100.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">30,376</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Reference Instrument</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Weighted&nbsp;Average</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">BRL</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">50.472</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed
Securities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Other Valuation<BR>Techniques<SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></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 NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Asset-Backed Securities</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">20,939</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Proxy Pricing</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Base Price</FONT></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"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333"><FONT STYLE="white-space:nowrap">84.210-42,578.250</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">25,437.882</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" COLSPAN="20"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Preferred Securities</FONT></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:0em; text-indent:0em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">12,774</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Discounted Cash Flow/<BR>Comparable Companies</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">Discount&nbsp;Rate/<BR>BV Multiple</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">%/X</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">19.850/0.290</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " 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=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD 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>
<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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Total</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;379,758</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; " COLOR="#333333">&nbsp;</FONT></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;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></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>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in
Unrealized Appreciation/(Depreciation) on Investments Held at December&nbsp;31, 2021 may be due to an investment no longer held or categorized as Level&nbsp;3 at period end. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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 Fund. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

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

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

<TD VALIGN="bottom"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="92%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>104</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">See&nbsp;Accompanying&nbsp;Notes</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="96%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B><A NAME="tx278218_13"></A>Notes&nbsp;to&nbsp;Financial&nbsp;Statements</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;&nbsp;&nbsp;&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Arial Narrow">1. ORGANIZATION </P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">PCM Fund, Inc., PIMCO Global
StocksPLUS<SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund, PIMCO Strategic Income Fund, Inc., PIMCO Dynamic Income Fund, and PIMCO Dynamic Income Opportunities 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<SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund, PIMCO Dynamic Income Fund, and PIMCO Dynamic Income
Opportunities 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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
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<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>Fund Name</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Formation Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PCM Fund, Inc.</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">June&nbsp;23,&nbsp;1993</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Global StocksPLUS<SUP
STYLE="font-size:85%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">February&nbsp;16,&nbsp;2005</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Strategic Income Fund, Inc.</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;9,&nbsp;1993</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Dynamic Income Fund</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">January&nbsp;19, 2011</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Dynamic Income Opportunities Fund</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;23,&nbsp;2019</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Arial Narrow">2. SIGNIFICANT ACCOUNTING POLICIES </P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">(a) Securities
Transactions and Investment Income</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" 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 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
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">
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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">(b) Foreign Currency
Translation</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" 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 the Statements of Operations. Net unrealized foreign exchange gains (losses) arising from changes in foreign exchange rates on foreign
</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
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<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" NOWRAP>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>105</B></TD></TR></TABLE></DIV>
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<TD WIDTH="96%"></TD>

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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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">

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
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<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Notes&nbsp;to&nbsp;Financial&nbsp;Statements</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR></TABLE>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">
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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">(c) Distributions &#151; Common Shares</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" 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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
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<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD COLSPAN="4" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Distribution Frequency</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
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<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>Fund Name</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; "><B>Declared</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; "><B>Distributed</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PCM Fund, Inc.</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Global StocksPLUS<SUP
STYLE="font-size:85%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Strategic Income Fund, Inc.</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
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<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Dynamic Income Fund</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Dynamic Income Opportunities Fund</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Each Fund other than the PIMCO Global
StocksPLUS<SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&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<SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Certain funds may invest in one or more Subsidiaries that are treated
as disregarded entities for U.S. federal income tax purposes. In the case of a Subsidiary that is so treated, for U.S. federal income tax purposes, (i)&nbsp;the Fund is treated as owning the Subsidiary&#146;s assets directly; (ii)&nbsp;any income,
gain, loss, deduction or other tax items arising in respect of the Subsidiary&#146;s assets will be treated as if they are realized or incurred, as applicable, directly by the Fund; and (iii)&nbsp;distributions, if any, the Fund receives from the
Subsidiary will have no effect on the Fund&#146;s U.S. federal income tax liability. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">
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 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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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. </FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><B>RCS Financial Highlights (as adjusted)
</B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
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<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>Selected Per Share Data<BR>for the Year or Period Ended:</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Net Asset<BR>Value</B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Beginning<BR>of Year</B></P> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>or
Period</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Net</B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Investment</B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Income</B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>from&nbsp;Investment</B></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Operations</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Net<BR>Realized/<BR>Unrealized</B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Gain (Loss)</B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>from&nbsp;Investment</B></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Operations</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Net&nbsp;Asset<BR>Value</B></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>End&nbsp;of&nbsp;Year<BR>or Period</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Net&nbsp;Assets<BR>End&nbsp;of&nbsp;Year<BR>or&nbsp;Period<BR>(000s)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Net<BR>Investment<BR></B></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Income&nbsp;(Loss)<BR>Ratio&nbsp;to&nbsp;Average<BR>Net&nbsp;Assets</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Portfolio</B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Turnover</B></P> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Rate</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">6/30/2018</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;&nbsp;&nbsp;7.77</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;&nbsp;&nbsp;0.49</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;&nbsp;&nbsp;(0.06</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;&nbsp;&nbsp;7.34</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;&nbsp;&nbsp;315,577</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">6.39</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">755</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">%&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">6/30/2017</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">7.90</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.49</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.29</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">7.77</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">330,686</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">6.36</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">621</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
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<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>106</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR></TABLE>


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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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Separately, if a Fund determines or estimates, as applicable, that a portion of a distribution may be comprised of amounts from sources
other than net investment income in accordance with its policies, accounting records (if applicable), 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 determines or estimates, as applicable, 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 determined or estimated, as applicable, 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, but are not limited to, for certain Funds, the treatment of 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 a 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 provided to shareholders when such information is&nbsp;available. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">
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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">(d) New Accounting
Pronouncements and Regulatory Updates</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;In March 2020, the Financial Accounting Standards Board issued an Accounting Standards Update (&#147;ASU&#148;), 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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">In October 2020, the U.S. Securities and Exchange Commission
(&#147;SEC&#148;) adopted a rule related to the use of derivatives, short sales, reverse repurchase agreements and certain other transactions by registered investment companies that rescinds and withdraws the guidance of the SEC and its staff
regarding asset segregation and cover transactions. Subject to certain exceptions, the rule requires funds to trade derivatives and other transactions that create future payment or delivery obligations (except reverse repurchase agreements and
similar financing transactions) subject to a <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">value-at-risk</FONT></FONT> leverage limit, certain derivatives risk management program and reporting requirements. The rule went into
effect on February&nbsp;19, 2021 and funds will have an eighteen-month transition period to comply with the rule and related reporting requirements. At this time, management is evaluating the implications of these changes on the financial
statements. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">In October 2020, the SEC adopted a rule
regarding the ability of a fund to invest in other funds. The rule allows a fund to acquire shares of another fund in excess of certain limitations currently imposed by the Act without obtaining individual exemptive relief from the SEC, subject to
certain conditions.&nbsp;The rule also includes the rescission of certain exemptive relief from the SEC and guidance from the SEC staff for funds to invest in other funds. The effective date for the rule was January 19, 2021, and the compliance date
for the rule was January 19, 2022. Management has implemented changes in connection with the rule and has determined that there is no material impact to the Funds&#146; financial&nbsp;statements. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">In December 2020, the SEC adopted a rule addressing fair valuation of
fund investments. The new rule sets forth requirements for good faith determinations of fair value as well as for the performance of fair value determinations, including related oversight and reporting obligations. The new rule also defines
&#147;readily available market quotations&#148; for purposes of the definition of &#147;value&#148; under the Act, and the SEC noted that this definition would apply in all contexts under the Act. The effective date for the rule was March&nbsp;8,
2021. The SEC adopted an eighteen-month transition period beginning from the effective date for both the new rule and the associated new recordkeeping requirements.
</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="top" NOWRAP>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>107</B></TD></TR></TABLE></DIV>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR></TABLE>


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

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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Notes&nbsp;to&nbsp;Financial&nbsp;Statements</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom">&nbsp;</TD>
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<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">
At this time, management is evaluating the implications of these changes on the financial statements. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Arial Narrow">3. INVESTMENT VALUATION AND FAIR VALUE MEASUREMENTS </P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">(a) Investment Valuation Policies</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" 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, less any liabilities,
attributable to that Fund or class by the total number of shares outstanding of that Fund or class. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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. Each Fund generally does not calculate its 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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">For purposes of calculating 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 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 such data reflecting the principal markets for those securities. Prices obtained from Pricing Services may be based on,
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">
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, quotes obtained from a quotation reporting system, established market makers or pricing services. Swap agreements are valued on the basis of market-based prices supplied by Pricing Services or quotes obtained
from brokers and dealers. 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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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. 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;) 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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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 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
</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom"><B>108</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">
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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">
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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">(b) Fair Value
Hierarchy</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" 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 1, 2, and
3 of the fair value hierarchy are defined as&nbsp;follows: </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
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<TD WIDTH="12" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><FONT STYLE="font-family:Times New Roman; font-size:6pt" COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">&#8718;</SUP>&nbsp;</FONT></FONT></TD>
<TD WIDTH="1" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"><FONT COLOR="#333333">Level&nbsp;1 &#151; Quoted prices in active markets or exchanges for identical assets and liabilities. </FONT></TD></TR></TABLE>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
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<TR style = "page-break-inside:avoid">
<TD WIDTH="12" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><FONT STYLE="font-family:Times New Roman; font-size:6pt" COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">&#8718;</SUP>&nbsp;</FONT></FONT></TD>
<TD WIDTH="1" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"><FONT 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></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
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<TR style = "page-break-inside:avoid">
<TD WIDTH="12" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><FONT STYLE="font-family:Times New Roman; font-size:6pt" COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">&#8718;</SUP>&nbsp;</FONT></FONT></TD>
<TD WIDTH="1" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"><FONT 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></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">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 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></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="top" NOWRAP>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
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<TD VALIGN="top" ALIGN="right"><B>109</B></TD></TR></TABLE></DIV>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Notes&nbsp;to&nbsp;Financial&nbsp;Statements</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
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<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">(c) Valuation Techniques and the Fair Value Hierarchy</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333"> </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Level&nbsp;1,
Level&nbsp;2 and Level&nbsp;3 trading assets and trading liabilities, at fair value</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" 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, Level&nbsp;2 and Level&nbsp;3 of the fair value hierarchy are as follows: </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Valuation
adjustments may be applied to certain exchange traded futures and options to account for market movement between the exchange settlement and the NYSE close. These securities are valued using quotes obtained from a quotation reporting system,
established market makers or pricing services. Financial derivatives using these valuation adjustments are categorized as Level&nbsp;2 of the fair value&nbsp;hierarchy. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Centrally cleared swaps and over the counter
swaps derive their value from underlying asset prices, indices, reference rates, and other inputs or a combination of these factors. They are valued using a broker-dealer bid quotation or on market-based prices provided by Pricing
</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="bottom"><B>110</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">
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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT
 COLOR="#333333">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. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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;2 or Level&nbsp;3 of the fair value hierarchy depending on
the source or input of the reference instrument. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;
</P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Discounted Cash Flow model is based on future cash flows generated by the investment
and&nbsp;may be normalized based on expected investment performance. Future cash flows are discounted to present value using an appropriate rate of return, typically calibrated to the initial transaction date and adjusted based on Capital Asset
Pricing Model and/or other market-based inputs. 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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Comparable Companies model is based on
application of valuation multiples from publicly traded comparable companies to the financials of the subject company. Adjustments may be made to the <FONT STYLE="white-space:nowrap">market-derived</FONT> valuation multiples based on differences
between the comparable companies and the subject company. 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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Current Value model is utilized for
securities that are typically held at cost in the period of the initial investment, and potentially longer if the security is in an early-stage company that has made no material progress on its business plan. 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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Waterfall Recoverability model is based on liquidation or net
asset value approaches. Typically this model would be used in distressed scenarios or when a business is worth more through the sale of individual assets than continuing as an operating business. 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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Securities may be valued based on purchase prices of privately negotiated transactions. 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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="top" NOWRAP>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>111</B></TD></TR></TABLE></DIV>
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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">

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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Notes&nbsp;to&nbsp;Financial&nbsp;Statements</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
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<TD VALIGN="bottom"></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:Arial Narrow">4. SECURITIES AND OTHER INVESTMENTS </P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">(a) Investments in
Affiliates</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333"> </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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 for the period ended December&nbsp;31, 2021 (amounts in thousands<SUP
STYLE="font-size:85%; vertical-align:top"><FONT STYLE="font-family:Arial Narrow; font-size:6.5pt" COLOR="#333333">&#134;</FONT></SUP>, except number of&nbsp;shares). </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><B>PIMCO Dynamic Income Fund </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
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<TD VALIGN="bottom" COLSPAN="4"><FONT STYLE="font-family:Arial Narrow; "><B>Security Name</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Market&nbsp;Value<BR>at 06/30/2021</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Purchases<BR>at cost</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Proceeds<BR>from&nbsp;Sale</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Net<BR>Realized<BR>Gain/(Loss)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Change in<BR>Unrealized<BR>Appreciation<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Market&nbsp;Value<BR>at 12/31/2021</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Dividend<BR>Income</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Shares&nbsp;Held<BR>at&nbsp;12/31/2021</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>


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<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Associated Materials Group, Inc.</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;&nbsp;&nbsp;72,463</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">7,190</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">79,653</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">11,411,610</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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>
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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-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Neiman Marcus Group Ltd. LLC</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">19,376</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;&nbsp;&nbsp;68,844</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;&nbsp;&nbsp;88,220</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">602,840</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Sierra Hamilton Holder LLC</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">7,690</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(7,687</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">30,337,712</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
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<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="font-size:5pt" COLOR="#333333">&#134;</FONT></SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">A zero balance may reflect actual amounts rounding to less than one thousand.
</FONT></P></TD></TR></TABLE><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">(b) Investments in Securities</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333"> </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Inflation-Indexed Bonds</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" 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 principal. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Loans and Other
Indebtedness, Loan Participations and Assignments</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" 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 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 agreement. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;
</P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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 acquisitions. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT
 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 loans. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Additionally, because loans are not ordinarily registered with the SEC 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
</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="bottom"><B>112</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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 VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">a publicly-traded 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 assets.
</FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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 mortgage. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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 Liabilities. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Mortgage-Related and Other Asset-Backed Securities</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" 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="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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 (&#147;CMBS&#148;) 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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Collateralized Debt Obligations</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" 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
</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="top" NOWRAP>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>113</B></TD></TR></TABLE></DIV>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Notes&nbsp;to&nbsp;Financial&nbsp;Statements</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
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defaults, a senior tranche from a CBO trust or CLO trust typically has 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 results. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Collateralized
Mortgage Obligations</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" 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 securities. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

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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; above). </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Stripped Mortgage-Backed Securities</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" 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 categories. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT
 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 securities. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Payment <FONT
STYLE="white-space:nowrap">In-Kind</FONT> Securities</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" 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 Liabilities. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Perpetual
Bonds</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" 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 have a callable date in which the perpetuity is eliminated and the issuer
</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="bottom"><B>114</B></TD>
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<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
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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 future. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Real Estate Investment Trusts</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;(&#147;REITs&#148;)<B> </B>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; operations. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Restricted Investments</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" 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 as of December&nbsp;31, 2021, as applicable, are
disclosed in the Notes to Schedules of Investments. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Securities Issued by U.S. Government Agencies or Government-Sponsored Enterprises</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" 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 maturities. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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 Mortgage Corporation (&#147;FHLMC&#148; or &#147;Freddie Mac&#148;). FNMA is a government-sponsored corporation. FNMA purchases conventional
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

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(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 obligations.
</FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">In June 2019, 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 &#147;Single Security Initiative&#148;). 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 uncertain. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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 complexity. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Warrants</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" 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 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 value of the underlying securities, and they cease to have value if they are not exercised
on or before their </FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
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<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
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<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Notes&nbsp;to&nbsp;Financial&nbsp;Statements</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
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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 value. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">When-Issued Transactions</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" 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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Arial Narrow">5. BORROWINGS AND OTHER FINANCING TRANSACTIONS </P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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 policies. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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 below. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">(a) Repurchase Agreements</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" 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 with the counterparty. The market value of the collateral must be equal to or exceed the total amount of the
repurchase obligations, including
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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 Fund. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">(b) Reverse
Repurchase Agreements</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" 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 price. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">(c)
Sale-Buybacks</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;A sale-buyback financing transaction consists of a sale of a security by a Fund 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. A Fund is not entitled to receive principal and interest payments, if any, made on the security sold to the counterparty during the term of the
agreement. The agreed-upon proceeds for securities to be repurchased by a Fund are reflected as a liability on the Statements of Assets and Liabilities. A Fund will recognize net income represented by the price differential between the price
received for the transferred security and the agreed-upon repurchase price. This is commonly referred to as the &#145;price drop.&#146; A price drop consists of (i)&nbsp;the foregone interest and inflationary income adjustments, if any, a Fund would
have otherwise received had the security not been sold and (ii)&nbsp;the negotiated financing terms between a Fund and counterparty. Foregone interest and inflationary income adjustments, if any, are recorded as components of interest income on the
Statements of Operations. Interest payments based upon </FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="bottom"><B>116</B></TD>
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<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE>
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negotiated financing terms 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. Sale-buybacks involve leverage risk and also the risk that the market value of the securities to be repurchased may decline below
the repurchase price. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">(d) Short Sales</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" 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 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 position. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Arial Narrow">6. FINANCIAL DERIVATIVE INSTRUMENTS </P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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
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the period, as disclosed in the Notes to Schedules of Investments, serve as indicators of the volume of financial derivative activity for the Funds. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">PIMCO Global
StocksPLUS<SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&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<SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund.
</FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">(a)
Forward Foreign Currency Contracts</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" 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 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 contracts. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">(b) Futures Contracts</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" 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
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<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
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<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
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<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Notes&nbsp;to&nbsp;Financial&nbsp;Statements</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
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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 Liabilities. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">(c) Options Contracts</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" 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, 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 market. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

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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
executed. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Interest Rate Swaptions</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;may be written or purchased to enter into a <FONT STYLE="white-space:nowrap">pre-defined</FONT> swap agreement or to shorten, extend, cancel or otherwise modify an existing
swap agreement, by some specified date in the future. The writer of the swaption becomes the counterparty to the swap if the buyer exercises. The interest rate swaption agreement will specify whether the buyer of the swaption will be a fixed-rate
receiver or a fixed-rate payer upon exercise. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Options on Exchange-Traded Futures Contracts</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" 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 contract. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Options on
Securities</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" 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 contract. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">(d) Swap Agreements</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" 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 bankruptcy/insolvency. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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
</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="bottom"><B>118</B></TD>
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<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">
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 Operations. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">For purposes of a Fund&#146;s investment policy adopted pursuant to
Rule <FONT STYLE="white-space:nowrap">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 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 investors. </FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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 based. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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 posting of collateral to a Fund to cover a Fund&#146;s exposure to the&nbsp;counterparty. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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 organization. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Credit Default Swap
Agreements</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;on corporate, loan, sovereign, U.S. municipal or U.S. Treasury issues are entered into to provide a measure 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 swap.
</FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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 </FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="top" NOWRAP>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
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<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
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<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
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<TD VALIGN="top" ALIGN="right"><B>119</B></TD></TR></TABLE></DIV>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Notes&nbsp;to&nbsp;Financial&nbsp;Statements</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
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<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">
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 event). </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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 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 event). </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT
 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 default.
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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. Credit default swaps on indices are instruments for protecting
investors owning bonds against default, and traders use them to speculate on changes in credit quality. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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 agreement. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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 </FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="bottom"><B>120</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">
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 entities. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Interest Rate Swap
Agreements</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" 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 return for a premium, one party agrees to make payments to the other to the extent that interest rates exceed a specified rate, or &#147;cap&#148;, (ii) 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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Total Return Swap Agreements</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" 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
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">
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 </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">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 index. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Asset Segregation</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" 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 Dynamic Income
Opportunities 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 Dynamic Income Opportunities Fund, with respect to forwards and futures contracts and interest rate swaps that are contractually required to cash
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 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 derivative.
</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="top" NOWRAP>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>121</B></TD></TR></TABLE></DIV>
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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">

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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Notes&nbsp;to&nbsp;Financial&nbsp;Statements</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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:Arial Narrow">7. PRINCIPAL AND OTHER RISKS </P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">(a) Principal
Risks</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333"> </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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 the Funds&#146; annual
report dated June&nbsp;30, 2021. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>PCM<BR>Fund,<BR>Inc.&nbsp;(PCM)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>PIMCO<BR>Global<BR>StocksPLUS<SUP STYLE="font-size:85%; vertical-align:top"><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">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>PIMCO<BR>Strategic<BR>Income&nbsp;Fund,<BR>Inc.&nbsp;(RCS)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>PIMCO<BR>Dynamic<BR>Income<BR>Fund&nbsp;(PDI)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>PIMCO<BR>Dynamic<BR>Income<BR>Opportunities<BR>Fund&nbsp;(PDO)</B></FONT></TD></TR>


<TR STYLE="font-size:1pt">
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<TD HEIGHT="1" COLSPAN="4"></TD>
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<TD HEIGHT="1" COLSPAN="2"></TD>
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<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Call Risk</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD></TR>
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<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Collateralized Loan Obligations Risk</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD></TR>
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<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Contingent Convertible Securities Risk</P></TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD></TR>
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<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Counterparty Risk</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD></TR>
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<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Credit Default Swaps Risk</P></TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
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<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
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<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Credit Risk</P></TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
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<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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Derivatives Risk</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Distribution Risk</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Emerging Markets Risk</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Equity Securities and Related Market Risk</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Foreign <FONT STYLE="white-space:nowrap">(Non-U.S.)</FONT>
Investment Risk</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">High Yield Securities Risk</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Inflation/Deflation Risk</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Inflation-Indexed Security Risk</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Interest Rate Risk</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Issuer Risk</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Issuer Non-Diversification Risk</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&#151;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&#151;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&#151;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&#151;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Leverage Risk</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Liquidity Risk</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Loans and Other Indebtedness; Loan Participations and
Assignments Risk</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&#151;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Management Risk</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Market Risk</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Mortgage-Related and Other Asset-Backed Securities
Risk</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">New/Small Fund Risk</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&#151;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&#151;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&#151;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&#151;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Other Investment Companies Risk</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Portfolio Turnover Risk</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Preferred Securities Risk</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Private Placements Risk</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Privately-Issued Mortgage-Related Securities Risk</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Regulatory Risk</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Reinvestment Risk</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Repurchase Agreements Risk</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Restricted Securities Risk</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Segregation and Coverage Risk</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Senior Debt Risk</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Sovereign Debt Risk</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Structured Investments Risk</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Subsidiary Risk</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&#151;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&#151;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&#151;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">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></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Tax Risk</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">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></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Valuation Risk</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">X</FONT></TD></TR>
</TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
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<TD VALIGN="bottom" WIDTH="1%"></TD>
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<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

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<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>122</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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; font-family:ARIAL; font-size:7pt">

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<TD></TD>

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<TD WIDTH="82%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="6%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Call Risk</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" 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 (e.g., declining interest rates, changes in credit spreads and improvements in the issuer&#146;s credit quality). If an issuer calls a security that the Fund has invested in, 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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Collateral Loan
Obligations Risk</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" 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 results. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Contingent Convertible Securities Risk</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" 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 Fund. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Counterparty Risk</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" 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 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 proceeding. </FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Credit Default Swaps Risk</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;is the risk of investing in credit default swaps, including illiquidity risk, counterparty risk, leverage 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 times. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Credit Risk</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" 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 obligations. 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. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Derivatives
Risk</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" 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 and valuation complexity. Changes in the value of a 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. The primary credit risk on derivatives that are exchange-traded or traded through a central clearing
counterparty resides with the Fund&#146;s clearing broker, or the clearinghouse itself. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Distribution Risk</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;is the risk that, to the extent the Fund seeks to maintain a level distribution rate, the Fund&#146;s distribution rate 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. For instance, during periods of low or declining interest rates, the Fund&#146;s distributable income and
dividend levels may decline for many reasons. 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></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="top" NOWRAP>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
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<TD VALIGN="top" ALIGN="right"><B>123</B></TD></TR></TABLE></DIV>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Notes&nbsp;to&nbsp;Financial&nbsp;Statements</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
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<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Emerging Markets Risk</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" 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> investment risk. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Equity Securities
and Related Market Risk</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;is the risk that the value 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 industry or industries. Equity securities generally have greater price volatility than fixed income securities. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Foreign <FONT
STYLE="white-space:nowrap">(Non-U.S.)</FONT> Investment Risk</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" 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 securities may also be less liquid and more difficult to value than securities of U.S. issuers. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">High Yield Securities Risk</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" 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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Inflation/Deflation Risk</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" 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 shares. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Inflation-Indexed
Security Risk</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" 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 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></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Interest Rate Risk</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" 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 duration will be more sensitive to changes in interest rates than a fund with a short average portfolio duration. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Issuer
Risk</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" 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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT
 COLOR="#333333"><B></B>Issuer Non-Diversification Risk<B>&nbsp;&nbsp;</B>is the risk of focusing investments in a small number of issuers, including being more susceptible to risks associated with a single economic, political or regulatory
occurrence than a more diversified portfolio might be. Funds that are &#147;non-diversified&#148; may invest a greater percentage of their assets in the securities of a single issuer (such as bonds issued by a particular state) than funds that are
&#147;diversified.&#148; </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Leverage Risk</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" 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 loss. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Liquidity
Risk</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;is the risk that a particular investment may be difficult to purchase or sell and 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 issuer. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Loans and Other
Indebtedness; Loan Participations and Assignments Risk</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;is 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 collateral. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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 borrower.
</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="bottom"><B>124</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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 participations. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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 instruments. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Management Risk</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;is the risk that the investment techniques and risk analyses applied by PIMCO
will not produce the desired results and that actual or potential conflicts of interest, legislative, regulatory, or tax restrictions, policies or developments may affect the investment techniques available to PIMCO and the individual portfolio
manager in connection with managing the Fund and may cause PIMCO to restrict or prohibit participation in certain investments. There is no guarantee that the investment objective of the Fund will be achieved. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Market Risk</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;is the risk that the value of securities owned by the Fund may go up or down, sometimes rapidly or unpredictably, due to factors affecting securities markets generally or
particular industries. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Mortgage-Related and Other Asset-Backed Securities Risk</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" 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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">New/Small Fund Risk</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;is the risk that a new or smaller fund&#146;s performance may not represent how a Fund is expected to or may perform in the long term. In addition, new funds have limited
operating histories for investors to evaluate and new and smaller funds may not attract sufficient assets to achieve investment and trading efficiencies. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Other Investment Companies Risk</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" 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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Portfolio Turnover Risk</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" 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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Preferred Securities Risk</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;is the risk that certain preferred securities contain provisions that
allow an issuer under certain conditions to skip
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

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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 securities. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Private Placements Risk</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" 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 risks. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Privately-Issued Mortgage-Related Securities Risk</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;is the risk of nonpayment 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</FONT> issuers. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Reinvestment Risk</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" 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 reasons. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Repurchase Agreements Risk</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" 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 price. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Restricted Securities Risk</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" 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 markets. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Segregation and Coverage Risk</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" 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
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<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
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<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
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<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
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<TD VALIGN="top" ALIGN="right"><B>125</B></TD></TR></TABLE></DIV>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Notes&nbsp;to&nbsp;Financial&nbsp;Statements</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
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<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">
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 flexibility. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Senior Debt
Risk</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" 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 instruments. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Sovereign Debt Risk</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" 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 fashion. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Structured Investments Risk</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" 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 instruments. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Subsidiary
Risk</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;is the risk that, by investing in a Fund&#146;s Subsidiary, the Fund would be exposed to the risks associated with the Subsidiaries&#146; investments. The
Subsidiaries are not registered under the Act and may not be subject to all the investor protections of the Act. There is no guarantee that the investment objective of a subsidiary will be achieved. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Tax Risk</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" 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 profits. </FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Valuation Risk</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" 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 asset. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">(b) Other
Risks</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333"> </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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 the Funds&#146; annual report dated June&nbsp;30, 2021 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 (such as the anticipated discontinuation of LIBOR) that may impact a Fund&#146;s performance. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Market Disruption
Risk</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" 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</FONT> pandemic. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Regulatory
Risk</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" 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 effects.
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<TD VALIGN="bottom"><B>126</B></TD>
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<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Operational Risk</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" 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 Fund. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">Cyber Security
Risk</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" 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 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 future. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Arial Narrow">8. MASTER NETTING ARRANGEMENTS </P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">
and liabilities on a gross basis, which reflects the full risks and exposures prior to netting. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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 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 Agreement. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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 Investments. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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 Investments. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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
</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="top" NOWRAP>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>127</B></TD></TR></TABLE></DIV>
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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">

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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Notes&nbsp;to&nbsp;Financial&nbsp;Statements</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
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<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">
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, which reflects changes in market value, is 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 Investments. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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, 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 Investments. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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. 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 or as required by regulation. Similarly, if required by regulation, the Funds may be required to post additional collateral
beyond coverage of daily exposure. These amounts, if any, may (or if required by law, will) be segregated with a third-party custodian. To the extent the Funds are required by regulation to post additional collateral beyond coverage of daily
exposure, they could potentially incur costs, including in procuring eligible assets to meet collateral requirements, associated with such posting. 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 Investments. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;
</P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Arial Narrow">9. FEES AND EXPENSES </P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">(a) Management Fee</FONT><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;Pursuant to the Investment Management Agreements 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 Agreements, PIMCO receives an annual fee, payable monthly, at the annual rates shown in the table below: </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>Fund Name</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Annual&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PCM Fund, Inc.</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.900%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; "><SUP STYLE="font-size:85%; vertical-align:top">(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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Global StocksPLUS<SUP
STYLE="font-size:85%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1.105%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; "><SUP STYLE="font-size:85%; vertical-align:top">(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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Strategic Income Fund, Inc.</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.955%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; "><SUP STYLE="font-size:85%; vertical-align:top">(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 STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Dynamic Income Fund</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1.100%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; "><SUP STYLE="font-size:85%; vertical-align:top">(4)(5)</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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Dynamic Income Opportunities Fund</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1.150%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><SUP STYLE="font-size:85%; vertical-align:top">(4)</SUP>&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(4)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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>
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<TR style = "page-break-inside:avoid">
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(5)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">Effective December&nbsp;13, 2021, the annual management fee was reduced from 1.15% to 1.10%.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT
STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">(b) Fund Expenses</FONT><FONT STYLE="font-family:Arial Narrow; font-size:10pt" COLOR="#333333">&nbsp;&nbsp;With respect to each Fund other than PIMCO Dynamic Income Opportunities Fund,
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 </FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
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<TD VALIGN="top"></TD></TR></TABLE></DIV>
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<TD VALIGN="bottom"><B>128</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR></TABLE>


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

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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" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">
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 loans 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 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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">With respect to PIMCO Dynamic Income Opportunities Fund, the 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
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">
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 loans and other investments made by the Fund, and any costs associated with originating loans, asset securitizations, alternative lending-related strategies and
<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, dollar rolls, 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 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 instruments (such as the use of reverse repurchase agreements, dollar rolls, bank borrowings, credit facilities and tender option bonds) 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, as may arise,
including, without limitation, 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;fees and expenses, including legal, printing and mailing, solicitation and other fees and expenses associated with, and incident to, shareholder meetings and proxy solicitations involving contested elections of trustees,
shareholder proposals or other <FONT STYLE="white-space:nowrap">non-routine</FONT> matters that are not initiated or proposed by Fund management; (xii)&nbsp;organizational and offering expenses of the Fund, including registration (including
registration fees), legal, marketing, printing, accounting and other expenses, associated with organizing the Fund in its state of jurisdiction and in connection with the initial registration of the Fund under the Act, and the rules and regulations
thereunder, and the initial registration of its Shares under the Securities Act of 1933, as amended, and with respect
</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="top" NOWRAP>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>129</B></TD></TR></TABLE></DIV>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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">

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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Notes&nbsp;to&nbsp;Financial&nbsp;Statements</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR></TABLE>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">
to Share offerings, such as rights offerings and shelf offerings, following the Fund&#146;s initial offering, expenses associated with tender offers and other repurchases and redemptions, and
fees and expenses associated with seeking, applying for and obtaining formal exemptive, <FONT STYLE="white-space:nowrap">no-action</FONT> and/or other relief from the SEC in connection with the operation of a managed distribution plan; and
(xiii)&nbsp;expenses of the Fund which are capitalized in accordance with U.S. GAAP. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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 Emerging Markets Income Fund, 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,
during the reporting period, each of the Independent Trustees (other than Mr.&nbsp;Kittredge and Ms.&nbsp;Vandecruze) also served as a trustee of certain funds for which Allianz Global Investors U.S. LLC (&#147;AllianzGI&#148;), an affiliate of
PIMCO, served as investment manager. Effective February&nbsp;1, 2021 (and February&nbsp;26, 2021 with respect to Virtus AllianzGI Artificial Intelligence&nbsp;&amp; Technology Opportunities Fund), Virtus Investment Advisers, Inc. became the primary
investment adviser to all of those funds (the &#147;Former Allianz-Managed Funds&#148;), and therefore they are no longer included within the same fund complex as the PIMCO-Managed Funds. AllianzGI has been appointed to serve as <FONT
STYLE="white-space:nowrap">sub-adviser</FONT> to most of the remaining Former Allianz-Managed Funds. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Arial Narrow">10. RELATED PARTY TRANSACTIONS </P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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 Liabilities. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT
 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
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">
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 </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">to
Rule <FONT STYLE="white-space:nowrap">17a-7</FONT> under the Act for the period ended December&nbsp;31, 2021, were as follows (amounts in thousands<SUP STYLE="font-size:85%; vertical-align:top"><FONT
STYLE="font-family:Arial Narrow; font-size:6.5pt" COLOR="#333333">&#134;</FONT></SUP>): </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
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<TR>

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

<TD VALIGN="bottom" WIDTH="5%"></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="5%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>Fund Name</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Purchases</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Sales</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PCM Fund, Inc.</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,040</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">15,609</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Global StocksPLUS<SUP
STYLE="font-size:85%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,029</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">15,965</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Strategic Income Fund, Inc.</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">16,394</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">41,279</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Dynamic Income Fund</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;30,118</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">225,458</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Dynamic Income Opportunities Fund</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">9,144</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;451,889</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="font-size:5pt" COLOR="#333333">&#134;</FONT></SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">A zero balance may reflect actual amounts rounding to less than one thousand.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Arial Narrow">11. GUARANTEES AND INDEMNIFICATIONS </P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Under the organizational documents of PIMCO Global StocksPLUS<SUP
STYLE="font-size:85%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund, PIMCO Dynamic Income Fund and PIMCO Dynamic Income Opportunities 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
contracts. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Arial Narrow">12. PURCHASES AND SALES OF SECURITIES </P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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 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
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:0pt; font-size:0pt">&nbsp;</div>

 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

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

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

<TD VALIGN="bottom"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>130</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="82%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="6%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></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:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Purchases and sales of securities (excluding short-term investments) for the period ended December&nbsp;31, 2021, were as follows (amounts
in&nbsp;thousands<SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="font-family:Arial Narrow; font-size:6.5pt" COLOR="#333333">&#134;</FONT></SUP>): </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt" ALIGN="center">


<TR>

<TD WIDTH="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 ; font-family:ARIAL; font-size:7pt">
<TD COLSPAN="4" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>U.S. Government/Agency</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>All Other</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom" COLSPAN="4"><FONT STYLE="font-family:Arial Narrow; "><B>Fund Name</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; "><B>Purchases</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; "><B>Sales</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; "><B>Purchases</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; "><B>Sales</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PCM Fund, Inc.</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">26,888</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">25,327</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">75,716</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">67,229</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Global StocksPLUS<SUP
STYLE="font-size:85%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">383,460</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">379,569</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">77,850</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">66,741</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Strategic Income Fund, Inc.</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;2,519,002</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;2,375,418</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">133,898</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">134,169</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Dynamic Income Fund</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">16,392</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">8,819</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;1,394,064</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">802,829</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Dynamic Income Opportunities Fund</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">418,121</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">313,215</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,020,733</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;1,208,565</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="font-size:5pt" COLOR="#333333">&#134;</FONT></SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">A zero balance may reflect actual amounts rounding to less than one thousand.
</FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Arial Narrow">13. COMMON SHARES OFFERING </P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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. Each of PIMCO Global StocksPLUS<SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund, PIMCO
Dynamic Income Fund (&#147;PDI&#148;) and PIMCO Dynamic Income Opportunities Fund (&#147;PDO&#148;) has been authorized to issue an unlimited number of Common Shares at a par value of $0.00001 per share (each of the foregoing Fund&#146;s shares as
the context requires, &#147;Common Shares&#148;). </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">As of
the end of the reporting period, PDI had an effective registration statement on file with the SEC authorizing the Fund to issue shares through the &#147;shelf&#148; registration process pursuant to Rule 415 under the Securities Act (each, a
&#147;Shelf Registration Statement&#148;). Pursuant to such Shelf Registration Statements, PDI may offer and sell Common Shares having an aggregate offering value of up to $600,000,000. PDI may have had one or more prior Shelf Registration
Statements in effect during this and/or previous fiscal periods authorizing the sale of additional Common Shares. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">PDI has entered into a sales agreement (a &#147;Sales Agreement&#148;) with JonesTrading Institutional Services LLC
(&#147;JonesTrading&#148;), pursuant to the Fund may offer and sell its Common Shares offered by an applicable prospectus supplement through JonesTrading as its agent in negotiated transactions or transactions that are deemed to be &#147;at the
market&#148; as defined in Rule 415 under the Securities Act, 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 prices.
The Fund will pay JonesTrading compensation of up to 1.00% of the gross proceeds with respect to sales of the Common Shares actually effected by JonesTrading under the Sales Agreement. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The aggregate dollar amount of Common Shares registered under
PDI&#146;s Shelf Registration Statement as of the end of the periods described
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">
below, as well as the number of Common Shares sold and the total amount of offering proceeds (net of offering costs, if any) received by each Fund under one or more Shelf Registration Statements
during the Fund&#146;s most recent and prior fiscal periods were as follows: </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt" ALIGN="center">


<TR>

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

<TD VALIGN="bottom" WIDTH="5%"></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="5%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>PDI</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</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 ; font-family:ARIAL; font-size:6.5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow; "><B>Six&nbsp;Months&nbsp;Ended<BR>12/31/2021</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:6.5pt; font-family:Arial Narrow" ALIGN="center"><B>Year Ended<BR></B></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:6.5pt; font-family:Arial Narrow" ALIGN="center"><B>06/30/2021</B></P></TD>
<TD VALIGN="bottom">&nbsp;</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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Common Shares registered (aggregate $)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">600,000,000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">600,000,000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Common Shares sold</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,374,368</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">8,847,510</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Common Shares sold in Reorganization</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">147,078,553</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Offering proceeds (net of offering costs)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">63,933,875</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;226,915,535</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Offering proceeds (net of offering costs) in
Reorganization</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;3,562,154,298</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">A 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 prices. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Arial Narrow">14. BASIS FOR CONSOLIDATION </P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">PCILS I LLC, PDILS I LLC, PDOLS I LLC, CLM 4365 LLC and RLM 4365 LLC
(each a &#147;Subsidiary&#148; and, collectively, the &#147;Subsidiaries&#148;), each a Delaware LLC exempted company, were formed as wholly owned subsidiaries acting as investment vehicles for PIMCO Dynamic Income Fund and PIMCO Dynamic Income
Opportunities Fund (for purposes of this section, each a &#147;Fund&#148; and, collectively, the &#147;Funds&#148;), as applicable, in order to effect certain investments consistent with each Fund&#146;s objectives and policies in effect from time
to time. PIMCO Dynamic Income Fund&#146;s and PIMCO Dynamic Income Opportunities 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
</FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
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<TD VALIGN="top" NOWRAP>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>131</B></TD></TR></TABLE></DIV>
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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">

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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Notes&nbsp;to&nbsp;Financial&nbsp;Statements</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">
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 Subsidiaries. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>Subsidiary</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Date of<BR>Formation</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Subsidiary %<BR>of&nbsp;Consolidated<BR>Fund&nbsp;Net&nbsp;Assets</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
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<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PCILS I LLC</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">03/07/2013</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.6%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
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<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PDILS I LLC<B>&nbsp;</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">03/12/2013</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.1%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PDOLS I LLC</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">01/15/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">CLM 4365 LLC</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">01/15/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">RLM 4365 LLC</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">01/15/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Arial Narrow">15. REGULATORY AND LITIGATION MATTERS </P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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 them. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The foregoing speaks only as of the date of this report. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Arial Narrow">16. REORGANIZATION </P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Board approved the reorganization (the &#147;Reorganization&#148;) of PIMCO Income Opportunity Fund and PIMCO Dynamic Credit and
Mortgage Income Fund (each an &#147;Acquired Fund&#148;) with and into PIMCO Dynamic Income Fund (the &#147;Acquiring Fund&#148;). Pursuant to the Reorganization, shareholders of the Acquired Funds became shareholders of the Acquiring Fund. The
Reorganization was completed upon the close of business on December&nbsp;10, 2021. The transaction was structured to qualify as a <FONT STYLE="white-space:nowrap">tax-free</FONT> reorganization under Section&nbsp;368(a) of the Internal Revenue Code
(the &#147;Code&#148;). In the Reorganization, the Acquiring Fund acquired all of the assets and assumed of all the liabilities of each of the Acquired Funds in exchange for newly-issued common shares of the Acquiring Fund (&#147;Merger
Shares&#148;). Shareholders of the Acquired Funds received Merger Shares (and cash in lieu of fractional Merger Shares, if any), equal to the aggregate net asset value of their holdings of each Acquired Fund, as applicable. The exchange was based on
the net asset value per common share (&#147;NAV&#148;) of the Acquiring Fund and each of the Acquired Funds as of the close of business on December&nbsp;10, 2021. The investment portfolios of the Acquired Funds, with an aggregate fair value of
approximately $6,239,358,055 and aggregate identified cost of approximately $6,269,110,151 as of the date of the Reorganization, was the principal asset acquired by the Acquiring Fund. For financial statement purposes, assets received and shares
issued by the Acquiring Fund were recorded at fair value; however, the cost basis of the investments received from each Acquired Fund was carried forward to align ongoing reporting of the Acquiring Fund&#146;s realized and unrealized gains and
losses with amounts distributable to shareholders for tax purposes. The following is a summary of Shares Outstanding, Net Assets, Net Asset Value Per Share and Net Unrealized Appreciation (Depreciation) immediately before and after the
Reorganization (amounts in&nbsp;thousands): </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" ALIGN="center">


<TR>

<TD WIDTH="46%"></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="4%"></TD>

<TD VALIGN="bottom" WIDTH="4%"></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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Shares<BR>Outstanding</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Net<BR>Assets</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Net&nbsp;Asset<BR>Value&nbsp;Per<BR>Share</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Net&nbsp;Unrealized<BR>Appreciation<BR>(Depreciation)</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Acquired Fund</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&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="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-top:0pt; margin-bottom:1pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Income Opportunity Fund</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">21,513</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">494,490</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">22.99</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">2,056</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-top:0pt; margin-bottom:1pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Dynamic Credit and Mortgage Income Fund</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">154,747</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">3,067,680</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">19.82</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">(31,809</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">)&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Acquiring Fund</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&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="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-top:0pt; margin-bottom:1pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Dynamic Income Fund</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">73,058</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">1,769,430</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">24.22</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">1,387</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><B>Post Reorganization</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&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="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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Acquiring Fund</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</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 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">&nbsp;&nbsp;</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 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">&nbsp;&nbsp;</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 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">&nbsp;&nbsp;</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 SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0pt; margin-bottom:1pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Dynamic Income Fund</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">220,137</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">5,331,584</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">24.22</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">(28,366</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">)&nbsp;</TD></TR>
</TABLE>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">PIMCO paid all fees and expenses, including legal and accounting expenses, printing and
mailing expenses, or other similar expenses incurred in connection with the Reorganization transaction, excluding transaction costs in connection with the purchase or sale of portfolio securities, if any. Assuming the Reorganization had been
completed on July&nbsp;1, 2021, the beginning of the semi-annual reporting period, the pro forma results of operations for the period ended December&nbsp;31, 2021, are as follows (amounts in thousands):
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt" ALIGN="center">


<TR>

<TD WIDTH="75%"></TD>

<TD VALIGN="bottom" WIDTH="5%"></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="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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Net Income</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">286,204</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Net realized and unrealized gain/loss</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">87,180</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Total increase in net assets from
investments&nbsp;operations</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;373,384</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Because the combined investment
portfolios have been managed as a single integrated portfolio since the Reorganization was completed, it is not practicable to separate the amounts of revenue and earnings of the Acquired Funds that have been included in the Consolidated Statements
of Operations since December&nbsp;10, 2021. </FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

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

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

<TD VALIGN="bottom"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>132</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="82%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="6%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Arial Narrow">17. FEDERAL INCOME TAX MATTERS </P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Each Fund intends to qualify as a regulated investment company under Subchapter M of the Code and distribute all of its taxable income and
net realized gains, if applicable, to shareholders. Accordingly, no provision for Federal income taxes has been made. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">A Fund may be subject to local withholding taxes, including those imposed on realized capital gains. Any applicable foreign capital gains
tax is accrued daily based upon net unrealized gains, and may be payable following the sale of any applicable investments. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">In accordance with U.S. GAAP, the Manager has reviewed the Funds&#146; tax positions for all open tax years. As of December&nbsp;31, 2021,
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 returns. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;
</P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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 taxes. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">As of their last
fiscal year ended June&nbsp;30, 2021, the Funds had the following post-effective capital losses with no expiration (amounts in&nbsp;thousands<SUP STYLE="font-size:85%; vertical-align:top"><FONT
STYLE="font-family:Arial Narrow; font-size:6.5pt" COLOR="#333333">&#134;</FONT></SUP>): </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<TR>

<TD WIDTH="68%"></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="3%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B><FONT STYLE="white-space:nowrap">Short-Term</FONT></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B><FONT STYLE="white-space:nowrap">Long-Term</FONT></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PCM Fund, Inc.</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,040</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">11,195</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Global StocksPLUS<SUP
STYLE="font-size:85%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">26,665</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Strategic Income Fund, Inc.</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">5,905</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;51,148</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Dynamic Income Fund</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;78,217</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">34,635</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Dynamic Income Opportunities Fund</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="font-size:5pt" COLOR="#333333">&#134;</FONT></SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">A zero balance may reflect actual amounts rounding to less than one thousand.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">As of December&nbsp;31, 2021, the
aggregate cost and the net unrealized appreciation/(depreciation) of investments for federal income tax purposes are as follows (amounts in thousands<SUP STYLE="font-size:85%; vertical-align:top"><FONT
STYLE="font-family:Arial Narrow; font-size:6.5pt" COLOR="#333333">&#134;</FONT></SUP>): </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt" ALIGN="center">


<TR>

<TD WIDTH="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="5%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Federal<BR>Tax&nbsp;Cost</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Unrealized<BR>Appreciation</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Unrealized<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Net
Unrealized<BR>Appreciation/<BR>(Depreciation)<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PCM Fund, Inc.</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "> 188,785</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "> 22,612</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(16,604</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "> 6,008</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Global StocksPLUS<SUP
STYLE="font-size:85%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">221,129</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">19,456</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(22,486</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(3,030</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">)&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Strategic Income Fund, Inc.</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">752,899</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">38,565</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(45,177</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(6,612</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">)&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Dynamic Income Fund</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;9,535,524</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;884,552</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;(818,545</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">66,007</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Dynamic Income Opportunities Fund</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3,917,019</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">61,897</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(134,709</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;(72,812</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="font-size:5pt" COLOR="#333333">&#134;</FONT></SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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, Real Estate Investment Trusts (REITs), Grantor Trust Adjustments, hyperinflationary adjustments, unrealized gain or
loss on certain futures, options and forward contracts, realized and&nbsp;unrealized gain (loss) swap contracts, straddle loss deferrals and partnership&nbsp;adjustments. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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 purposes.
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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 </FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
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<TD></TD>
<TD></TD>
<TD></TD>

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<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" NOWRAP>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>133</B></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">

<TR>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
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<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B>Notes&nbsp;to&nbsp;Financial&nbsp;Statements</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(Cont.)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">December&nbsp;31,&nbsp;2021</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">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:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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, 2018.
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:visible;padding-top:3pt">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Arial Narrow">18. SUBSEQUENT EVENTS </P> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT 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 issued. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT
 COLOR="#333333">On January&nbsp;3, 2022, the following distributions were declared to common shareholders payable February&nbsp;1, 2022 to shareholders of record on January&nbsp;13, 2022: </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<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 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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PCM Fund, Inc.</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;0.080000&nbsp;per&nbsp;common&nbsp;share</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Global StocksPLUS<SUP
STYLE="font-size:85%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.069000 per common share</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Strategic Income Fund, Inc.</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.051000 per common share</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Dynamic Income Fund</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.220500 per common share</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Dynamic Income Opportunities Fund</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.118400&nbsp;per common&nbsp;share</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">On February 1, 2022, the following
distributions were declared to common shareholders payable March 1, 2022 to shareholders of record February 11, 2022: </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt">


<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 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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PCM Fund, Inc.</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;0.080000&nbsp;per&nbsp;common&nbsp;share</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Global StocksPLUS<SUP
STYLE="font-size:85%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.069000 per common share</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Strategic Income Fund, Inc.</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.051000 per common share</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Dynamic Income Fund</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.220500 per common share</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">PIMCO Dynamic Income Opportunities Fund</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.118400&nbsp;per&nbsp;common&nbsp;share</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">There were no other subsequent events
identified that require recognition or disclosure. </FONT></P></div><div style="clear:both; height:0pt; font-size:0pt">&nbsp;</div>

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<TD VALIGN="bottom"><B>134</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B><A NAME="tx278218_14"></A>Glossary:</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>(abbreviations&nbsp;that&nbsp;may&nbsp;be&nbsp;used&nbsp;in&nbsp;the&nbsp;preceding&nbsp;statements)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;&nbsp;&nbsp;&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" ALIGN="center">


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<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="11"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="11" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow; "><FONT 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"><FONT COLOR="#333333"><B>BCY</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Barclays Capital, Inc.</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>FICC</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Fixed Income Clearing Corporation</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>NOM</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"><FONT COLOR="#333333"><B>BNY</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Bank of New York Mellon</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>FOB</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Credit Suisse Securities (USA) LLC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>RBC</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"><FONT COLOR="#333333"><B>BOA</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Bank of America N.A.</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>GLM</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Goldman Sachs Bank USA</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>RCE</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Royal Bank of Canada Europe Limited</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"><FONT COLOR="#333333"><B>BOM</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Bank of Montreal</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>GSC</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Goldman Sachs&nbsp;&amp; Co. LLC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>RDR</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">RBC Capital Markets 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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"><FONT COLOR="#333333"><B>BOS</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BofA Securities, Inc.</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>GST</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Goldman Sachs International</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>RTA</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"><FONT COLOR="#333333"><B>BPS</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">BNP Paribas S.A.</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>HUS</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">HSBC Bank USA N.A.</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>RYL</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">NatWest Markets 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"><FONT COLOR="#333333"><B>BRC</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Barclays Bank PLC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>IND</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Cr&eacute;dit Agricole Corporate and Investment Bank&nbsp;S.A.</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>SBI</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Citigroup Global Markets Ltd.</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"><FONT COLOR="#333333"><B>BYR</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Bank of Nova Scotia - Toronto</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>JML</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">JP Morgan Securities Plc</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>SCX</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"><FONT COLOR="#333333"><B>CBK</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Citibank N.A.</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>JPM</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">JP Morgan Chase Bank N.A.</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>SGY</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Societe Generale, NY</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"><FONT COLOR="#333333"><B>CDC</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Natixis Securities Americas LLC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>JPS</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">J.P. Morgan Securities LLC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>SOG</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Societe Generale Paris</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"><FONT COLOR="#333333"><B>CEW</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Canadian Imperial Bank of Commerce</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>MBC</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">HSBC Bank Plc</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>SSB</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"><FONT COLOR="#333333"><B>CIB</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Canadian Imperial Bank of Commerce</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>MEI</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Merrill Lynch International</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>TDM</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">TD Securities (USA) 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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"><FONT COLOR="#333333"><B>CSG</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Credit Suisse AG Cayman</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>MSB</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Morgan Stanley Bank, N.A</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>TOR</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">The Toronto-Dominion Bank</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"><FONT COLOR="#333333"><B>DBL</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Deutsche Bank AG London</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>MYC</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Morgan Stanley Capital Services LLC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>UAG</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"><FONT COLOR="#333333"><B>DUB</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Deutsche Bank AG</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>MYI</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Morgan Stanley&nbsp;&amp; Co. International PLC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>UBS</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">UBS Securities 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"><FONT COLOR="#333333"><B>FBF</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Credit Suisse International</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>MZF</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Mizuho Securities USA LLC</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="3"></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:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="3" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow; "><FONT COLOR="#333333"><B>Currency
Abbreviations:</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<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;</TD>
<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;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"><FONT COLOR="#333333"><B>ARS</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Argentine Peso</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>CZK</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Czech Koruna</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>MXN</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"><FONT COLOR="#333333"><B>AUD</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Australian Dollar</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>EUR</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Euro</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>NOK</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Norwegian Krone</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"><FONT COLOR="#333333"><B>BRL</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Brazilian Real</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>GBP</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">British Pound</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>PEN</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"><FONT COLOR="#333333"><B>CAD</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Canadian Dollar</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>HUF</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Hungarian Forint</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>PLN</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Polish Zloty</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"><FONT COLOR="#333333"><B>CHF</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Swiss Franc</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>IDR</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Indonesian Rupiah</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>RUB</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT 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 STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"><FONT COLOR="#333333"><B>CLP</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Chilean Peso</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>INR</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Indian Rupee</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>USD (or $)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">United States 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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"><FONT COLOR="#333333"><B>CNH</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Chinese Renminbi (Offshore)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>JPY</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Japanese Yen</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>ZAR</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">South African Rand</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"><FONT COLOR="#333333"><B>CNY</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Chinese Renminbi (Mainland)</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="3"></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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="3" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow; "><FONT COLOR="#333333"><B>Exchange
Abbreviations:</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<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;</TD>
<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;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"><FONT COLOR="#333333"><B>CME</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Chicago Mercantile Exchange</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>OTC</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Over the Counter</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="3"></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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="3" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow; "><FONT COLOR="#333333"><B>Index/Spread
Abbreviations:</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<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;</TD>
<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;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"><FONT COLOR="#333333"><B>ABX.HE</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Asset-Backed Securities Index - Home Equity</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>LIBOR03M</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">3 Month <FONT STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>SOFR</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Secured Overnight Financing Rate</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"><FONT COLOR="#333333"><B>BADLARPP</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Argentina Badlar Floating Rate Notes</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>NDDUEAFE</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">MSCI EAFE Index</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>SONIO</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Sterling Overnight Interbank Average Rate</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"><FONT COLOR="#333333"><B>BP0003M</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">3 Month <FONT STYLE="white-space:nowrap">GBP-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>PRIME</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Daily US Prime Rate</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>US0003M</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">ICE <FONT STYLE="white-space:nowrap">3-Month</FONT> USD
LIBOR</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"><FONT COLOR="#333333"><B>CDX.HY</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Credit Derivatives Index - High Yield</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>S&amp;P 500</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Standard&nbsp;&amp; Poor&#146;s 500 Index</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>WIBOR03M</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">3 Month Warsaw Inter Bank Offering Rate</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"><FONT COLOR="#333333"><B>EUR003M</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">3 Month EUR Swap Rate</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="3"></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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" COLSPAN="3" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow; "><FONT COLOR="#333333"><B>Other
Abbreviations:</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<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;</TD>
<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;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"><FONT COLOR="#333333"><B>ABS</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Asset-Backed Security</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>DAC</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Designated Activity Company</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>PIK</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Payment-in-Kind</FONT></FONT></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"><FONT COLOR="#333333"><B>ALT</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Alternate Loan Trust</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>EBITDA</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Earnings before Interest, Taxes, Depreciation and Amoritization</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>PRIBOR</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Prague Interbank Offered Rate</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"><FONT COLOR="#333333"><B>BABs</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Build America Bonds</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>EURIBOR</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Euro Interbank Offered Rate</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>REMIC</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Real Estate Mortgage Investment Conduit</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"><FONT COLOR="#333333"><B>BBR</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Bank Bill Rate</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>JIBAR</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Johannesburg Interbank Agreed Rate</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>TBA</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">To-Be-Announced</FONT></FONT></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"><FONT COLOR="#333333"><B>CBO</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Collateralized Bond Obligation</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>LIBOR</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">London Interbank Offered Rate</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>TBD</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">To-Be-Determined</FONT></FONT></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"><FONT COLOR="#333333"><B>CDI</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Brazil Interbank Deposit Rate</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>Lunar</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Monthly payment based on <FONT STYLE="white-space:nowrap">28-day</FONT> periods.
One year consists of 13 periods.</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>TBD%</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Interest rate to be determined when loan settles or at the time of
funding</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"><FONT COLOR="#333333"><B>CDO</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Collateralized Debt Obligation</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>OIS</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Overnight Index Swap</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT COLOR="#333333"><B>TIIE</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Tasa de Inter&eacute;s Interbancaria de Equilibrio &#147;Equilibrium Interbank
Interest Rate&#148;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"><FONT COLOR="#333333"><B>CLO</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow"><FONT COLOR="#333333">Collateralized Loan Obligation</FONT></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR>
</TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD WIDTH="87%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" NOWRAP>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>135</B></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="97%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B><A NAME="tx278218_15"></A>Distribution&nbsp;Information</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></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:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">For purposes of Section 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 19a-1(e) under the Act,
the table below sets forth the actual source information for dividends paid during the six month period ended December 31, 2021 calculated as of each distribution period pursuant to Section 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 1099-DIV (for shareholders who receive U.S. federal tax reporting) at the end of each calendar year. </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">See the Financial Highlights section of this report for the tax
characterization of distributions determined in accordance with federal income tax regulations for the fiscal year. </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt" ALIGN="center">


<TR>

<TD WIDTH="44%"></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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>PCM Fund, Inc </B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Net&nbsp;Investment<BR>Income*</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Net Realized<BR>Capital&nbsp;Gains*</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B><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">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Total&nbsp;(per<BR>common&nbsp;share)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">July 2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0800</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0800</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">August 2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0800</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0800</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">September 2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0800</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0800</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">October 2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0800</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0800</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">November 2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0800</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0800</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">December 2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0800</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0800</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>PIMCO Global StocksPLUS<SUP STYLE="font-size:85%; vertical-align:top"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP> &amp; Income Fund </B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Net&nbsp;Investment<BR>Income*</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Net Realized<BR>Capital Gains*</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Paid-in Surplus or<BR>Other Capital<BR>Sources**</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Total (per<BR>common share)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">July 2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0690</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0690</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">August 2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0690</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0690</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">September 2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0690</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0690</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">October 2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0690</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0690</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">November 2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0690</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0690</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">December 2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0690</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0690</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>PIMCO Income Opportunity Fund </B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:7pt; font-family:Arial Narrow" ALIGN="center"><B>Net&nbsp;Investment<BR>Income* </B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Net Realized<BR>Capital Gains*</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Paid-in Surplus or<BR>Other Capital<BR>Sources**</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Total (per<BR>common share)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">July 2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.1900</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.1900</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">August 2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.1900</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.1900</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">September 2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.1900</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.1900</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">October 2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.1900</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.1900</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">November 2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.1900</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.1900</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">December
2021<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.1616</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0284</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.1900</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>PIMCO Strategic Income Fund, Inc </B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Net&nbsp;Investment<BR>Income*</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Net Realized<BR>Capital Gains*</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Paid-in Surplus or<BR>Other Capital<BR>Sources**</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Total (per<BR>common share)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">July 2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0485</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0025</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0510</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">August 2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0486</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0024</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0510</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">September 2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0503</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0007</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0510</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">October 2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0488</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0022</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0510</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">November 2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0442</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0068</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0510</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">December 2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0505</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0005</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0510</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="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 ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>PIMCO Dynamic Credit and Mortgage Income Fund </B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Net&nbsp;Investment<BR>Income*</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Net Realized<BR>Capital Gains*</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Paid-in Surplus or<BR>Other Capital<BR>Sources**</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Total (per<BR>common share)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">July 2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.1740</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.1740</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">August 2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.1740</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.1740</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">September 2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.1740</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.1740</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">October 2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.1740</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.1740</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">November 2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.1740</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.1740</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow; ">&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 ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">December
2021<SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.1493</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.0247</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.1740</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

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

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

<TD VALIGN="bottom"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>136</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO CLOSED-END FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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; font-family:ARIAL; font-size:7pt">

<TR>

<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="92%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="6%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR></TABLE> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" ALIGN="center">


<TR>

<TD WIDTH="44%"></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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"><B>PIMCO Dynamic Income Fund </B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Net&nbsp;Investment<BR>Income*</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Net Realized<BR>Capital&nbsp;Gains*</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B><FONT STYLE="white-space:nowrap">Paid-in&nbsp;Surplus&nbsp;or</FONT><BR>Other Capital<BR>Sources**</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Total&nbsp;(per<BR>common&nbsp;share)</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">July 2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0.2205</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0.0000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0.0000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0.2205</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">August 2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0.2205</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0.0000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0.0000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0.2205</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">September 2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0.2205</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0.0000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0.0000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0.2205</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">October 2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0.2205</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0.0000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0.0000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0.2205</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">November 2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0.2205</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0.0000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0.0000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0.2205</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">December 2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">0.2205</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">0.0000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">0.0000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">0.2205</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</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 ; font-family:Arial Narrow; font-size:7pt">
<TD VALIGN="bottom"><B>PIMCO Dynamic Income Opportunities Fund </B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Net&nbsp;Investment<BR>Income*</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Net&nbsp;Realized<BR>Capital Gains*</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Paid-in Surplus or<BR>Other Capital<BR>Sources**</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Total (per<BR>common share)</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">July 2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0.1184</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0.0000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0.0000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0.1184</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">August 2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0.1184</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0.0000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0.0000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0.1184</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">September 2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0.1184</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0.0000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0.0000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0.1184</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">October 2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0.1184</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0.0000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0.0000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0.1184</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">November 2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0.1184</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0.0000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0.0000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right">0.1184</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff">&nbsp;</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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">December 2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">0.1184</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">0.0000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">0.0000</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">$</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right">0.1184</TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:6pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">*</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333">**</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT 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>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT COLOR="#333333"><SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:8pt; font-family:Arial Narrow; " ALIGN="left"><FONT COLOR="#333333">December distributions for PIMCO Income Opportunity Fund and PIMCO Dynamic Credit and
Mortgage Income Fund represent the Funds&#146; final distributions, in connection with the Reorganization. Please see Note 16 - Reorganization in the Notes to Financial Statements for additional information about the Reorganization.
</FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

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<TD WIDTH="87%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" NOWRAP>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>SEMIANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">DECEMBER&nbsp;31,&nbsp;2021</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>137</B></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">

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<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="97%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
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<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B><A NAME="tx278218_16"></A>Shareholder&nbsp;Meeting&nbsp;Results</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></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:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">PIMCO Dynamic Income Fund (&#147;PDI&#148;), PIMCO Dynamic Credit and Mortgage Income Fund (&#147;PCI&#148;) and PIMCO Income Opportunity
Fund (&#147;PKO&#148;) held a special meeting of shareholders on August&nbsp;6, 2021. Shareholders of PDI and PKO approved the proposals necessary for PCI and PKO to reorganize with and into PDI. No action was needed from shareholders of PCI.
</FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Arial Narrow">PIMCO Dynamic Income Fund </P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Common shareholders voted as indicated below: </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">


<TR>

<TD WIDTH="73%"></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>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Affirmative</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Against</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Abstain</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">To approve the issuance of additional common shares of
beneficial interest of PIMCO Dynamic Income Fund (&#147;PDI&#148;) to be issued to the common shareholders of PIMCO Income Opportunity Fund (&#147;PKO&#148;) and PIMCO Dynamic Credit and Mortgage Income Fund (&#147;PCI&#148;) in connection with the
acquisition by PDI of all of the assets and liabilities of each of PKO and PCI.</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">28,012,551</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,841,495</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,360,791</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Arial Narrow">PIMCO Income Opportunity Fund </P>
<P STYLE="margin-top:0pt; margin-bottom:-6pt; font-size:4pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Common shareholders voted as indicated below: </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:7pt">


<TR>

<TD WIDTH="73%"></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>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Affirmative</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Against</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Abstain</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</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 BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">To approve an Agreement and Plan of Reorganization pursuant to
which PIMCO Income Opportunity Fund would be reorganized with and into PIMCO Dynamic Income Fund.</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;8,335,726</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,762,789</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;&nbsp;544,130</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:9pt">&nbsp;</P>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

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

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

<TD VALIGN="bottom"></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 ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"><B>138</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO&nbsp;CLOSED-END&nbsp;FUNDS</B></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</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; font-family:ARIAL; font-size:7pt">

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<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="97%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
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<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:7pt">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; font-size:13pt"><B><A NAME="tx278218_17"></A>Changes&nbsp;to&nbsp;Board&nbsp;of&nbsp;Trustees</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></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:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Effective December&nbsp;31, 2021, Hans W. Kertess resigned from his position as Trustee of the Funds. </FONT></P>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="top" NOWRAP>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="top" ALIGN="right"><B>ANNUAL&nbsp;REPORT</B></TD>
<TD NOWRAP VALIGN="top"><B>&nbsp;</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center">&#124;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD NOWRAP VALIGN="top" ALIGN="right">JUNE&nbsp;30,&nbsp;2021</TD>
<TD NOWRAP VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top" ALIGN="right"><B>139</B></TD></TR></TABLE></DIV>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:8pt">

<TR>

<TD></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Arial Narrow; font-size:8pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</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:0pt; margin-bottom:0pt; font-size:13pt; font-family:Arial Narrow"><B>General Information </B></P> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Investment Manager </B></FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT
 COLOR="#333333">Pacific Investment Management Company LLC </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">650 Newport Center Drive, </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Newport Beach, CA, 92660 </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Custodian </B></FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">State Street Bank and Trust Company </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT
 COLOR="#333333">801 Pennsylvania Avenue </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Kansas City, MO 64105 </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Transfer Agent, Dividend Paying Agent and Registrar
</B></FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">American Stock Transfer &amp; Trust Company, LLC </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">6201 15th Avenue </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Brooklyn, NY 11219 </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Legal Counsel </B></FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Ropes &amp; Gray LLP </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Prudential Tower </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">800 Boylston Street </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Boston, MA 02199 </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333"><B>Independent Registered Public Accounting Firm </B></FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">PricewaterhouseCoopers LLP </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT
 COLOR="#333333">1100 Walnut Street, Suite 1300 </FONT></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">Kansas City, MO 64106 </FONT></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:24pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><FONT COLOR="#333333">This report is submitted for the general information of the
shareholders of the Funds listed on the Report cover. </FONT></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:8pt">&nbsp;</P> <P STYLE="margin-top:0pt;margin-bottom:0pt">


<IMG SRC="g278218g75h91.jpg" ALT="LOGO">
 </P> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:6.5pt; font-family:Arial Narrow">CEF4010SAR_123121 </P>

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

<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;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:9%; font-size:10pt; font-family:Times New Roman">The information required by this Item 2 is only required in an annual report on this Form N-CSR. </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;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:9%; font-size:10pt; font-family:Times New Roman">The information required by this Item 3 is only required in an annual report on this Form N-CSR. </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;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="margin-top:12pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman">The information required by this Item 4 is only required in an annual report on this Form N-CSR. </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;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 information required by this Item 5 is only required in an annual report on this Form N-CSR. </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:12pt; 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 semiannual 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">The information required by this Item 7 is only required in an annual report on this Form N-CSR. </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;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="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">(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 information required by this Item 8(a) is only required in an annual report on this Form N-CSR.
</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">(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 have been no changes in any of the Portfolio Managers identified in the registrant&#146;s previous annual
report on Form <FONT STYLE="white-space:nowrap">N-CSR.</FONT> </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;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 <FONT STYLE="white-space:nowrap">Closed-End</FONT> 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="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">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: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">(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: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">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:12pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman">(a)(1)&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Exhibit 99.CODE&#151;Code of Ethics is not applicable for semiannual reports. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman">(a)(2) &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
<A HREF="d260874dex99a2.htm">Exhibit 99.CERT&#151;Certifications pursuant to Section&nbsp;302 of the Sarbanes-Oxley Act of 2002. </A> </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman">(a)(3) &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;None. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman">(a)(4) &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;There was no change in the registrant&#146;s independent public accountant for the
period covered by the report. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman">(b) &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
<A HREF="d260874dex99b.htm">Exhibit 99.906CERT&#151;Certifications pursuant to Section&nbsp;906 of the Sarbanes-Oxley Act of 2002.</A> </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:10pt; font-family:Times New Roman" ALIGN="center"><B>Signatures </B></P>
<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, 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="10%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="89%"></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:10pt">
<TD VALIGN="top">By:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">/s/&nbsp;&nbsp;&nbsp;&nbsp;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="middle"> <P STYLE="line-height:3.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1px solid #000000">&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="top">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="top">President (Principal Executive Officer)</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="16"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top">Date:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">March&nbsp;4, 2022</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="10%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="89%"></TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top">By:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">/s/&nbsp;&nbsp;&nbsp;&nbsp;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="middle"> <P STYLE="line-height:3.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1px solid #000000">&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="top">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="top">President (Principal Executive Officer)</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="16"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top">Date:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">March&nbsp;4, 2022</TD></TR>
</TABLE></DIV> <P STYLE="font-size:18pt;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="10%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="89%"></TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top">By:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">/s/&nbsp;&nbsp;&nbsp;&nbsp;Bijal Y. Parikh</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="middle"> <P STYLE="line-height:3.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1px solid #000000">&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="top">Bijal Y. Parikh</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">Treasurer (Principal Financial&nbsp;&amp; Accounting Officer)</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="16"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top">Date:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">March&nbsp;4, 2022</TD></TR>
</TABLE></DIV> <P STYLE="font-size:12pt; margin-top:0pt; margin-bottom:0pt">&nbsp;</P>
</BODY></HTML>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>EX-99.(A)(2)
<SEQUENCE>2
<FILENAME>d260874dex99a2.htm
<DESCRIPTION>EX-99.(A)(2)
<TEXT>
<HTML><HEAD>
<TITLE>EX-99.(a)(2)</TITLE>
</HEAD>
 <BODY BGCOLOR="WHITE">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="right"><B>Exhibit 99.CERT </B></P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B><U>Certification Under Rule 30a-2(a) </U></B></P>
<P STYLE="margin-top:6pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>CERTIFICATION </B></P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">I, Eric D. Johnson, certify
that: </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: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">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: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="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">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: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="4%">&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: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="4%">&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: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">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: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">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: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">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: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">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: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="4%">&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: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">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: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">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><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="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="27%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="62%"></TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top">Date:</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">March&nbsp;4, 2022</P> <P STYLE="font-size:0pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></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"> <P STYLE="line-height:3.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></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">Signature:&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">/s/ Eric D. Johnson</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></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"> <P STYLE="line-height:3.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></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">President&nbsp;(Principal&nbsp;Executive&nbsp;Officer)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></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"> <P STYLE="line-height:3.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></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="right"><B>Exhibit 99.CERT </B></P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B><U>Certification Under Rule 30a-2(a) </U></B></P>
<P STYLE="margin-top:6pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>CERTIFICATION </B></P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">I, Bijal Y. Parikh, certify
that: </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="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">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: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="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">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: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="4%">&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: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="4%">&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: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">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: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">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: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">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: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">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: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="4%">&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: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">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: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">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><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="8%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="34%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="56%"></TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top">Date:</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">March&nbsp;4, 2022</P> <P STYLE="font-size:0pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></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"> <P STYLE="line-height:3.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></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">Signature:&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">/s/ Bijal Y. Parikh</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></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"> <P STYLE="line-height:3.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1px solid #000000">&nbsp;</P></TD>
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<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">Treasurer&nbsp;(Principal&nbsp;Financial&nbsp;&amp;&nbsp;Accounting&nbsp;Officer)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></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"> <P STYLE="line-height:3.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<DOCUMENT>
<TYPE>EX-99.(B)
<SEQUENCE>3
<FILENAME>d260874dex99b.htm
<DESCRIPTION>EX-99.(B)
<TEXT>
<HTML><HEAD>
<TITLE>EX-99.(b)</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:6pt;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">


<TR>

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

<TD VALIGN="bottom"></TD>
<TD WIDTH="40%"></TD>

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="43%"></TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top">By:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">/s/ Eric&nbsp;D.&nbsp;Johnson</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">By:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">/s/ Bijal Y. Parikh</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"> <P STYLE="line-height:3.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE="line-height:3.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1px 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:10pt">
<TD VALIGN="top">Name:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Eric D. Johnson</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Name:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Bijal Y. Parikh</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"> <P STYLE="line-height:3.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE="line-height:3.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1px 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:10pt">
<TD VALIGN="top">Title:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">President (Principal Executive Officer)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Title:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Treasurer&nbsp;(Principal&nbsp;Financial&nbsp;&amp;&nbsp;Accounting&nbsp;Officer)</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"> <P STYLE="line-height:3.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE="line-height:3.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1px solid #000000">&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>
<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">Date:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">March 4, 2022</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Date:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">March&nbsp;4, 2022</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"> <P STYLE="line-height:3.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE="line-height:3.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1px solid #000000">&nbsp;</P></TD></TR>
</TABLE> <P STYLE="margin-top:0pt; 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:6pt; 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>
